+80.5%
AEP vs EPAM
-77.4%
+158.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -0.2% |
| 7D | -2.8% | +13.4% | -16.2% | -2.9% |
| 30D | +3.6% | +47.1% | -43.4% | +3.4% |
| 3M | +1.8% | +71.2% | -69.4% | +1.3% |
| 6M | -3.1% | +48.9% | -52.1% | -3.5% |
| YTD | +12.2% | -22.2% | +34.5% | +12.6% |
| 1Y | +9.1% | -5.2% | +14.3% | +9.0% |
| 3Y | +77.9% | -34.9% | +112.9% | +78.4% |
| All | +80.5% | -77.4% | +158.0% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling