+86.2%
AEP vs EPAM
-75.7%
+162.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.9% | +2.4% | +0.5% | +2.9% |
| 30D | +3.2% | +42.3% | -39.1% | +2.9% |
| 3M | +3.8% | +60.7% | -56.8% | +3.4% |
| 6M | +2.5% | +80.5% | -78.0% | +1.9% |
| YTD | +15.5% | -20.4% | +35.8% | +15.8% |
| 1Y | +9.6% | -9.6% | +19.2% | +9.7% |
| 3Y | +91.2% | -30.5% | +121.6% | +91.5% |
| All | +86.2% | -75.7% | +162.0% | +87.9% |
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