+63.5%
AIG vs EPAM
+69.2%
-5.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.4% | -4.5% | +2.1% | -1.5% |
| 30D | -2.9% | +14.6% | -17.6% | -5.5% |
| 3M | +0.8% | +23.1% | -22.3% | -4.0% |
| 6M | -2.7% | -19.5% | +16.8% | +0.2% |
| YTD | -11.2% | -44.1% | +32.9% | -3.0% |
| 1Y | -1.5% | -25.2% | +23.7% | +1.1% |
| 3Y | +34.4% | -56.8% | +91.2% | +48.6% |
| 5Y | +54.4% | -81.7% | +136.2% | +93.3% |
| All | +63.5% | +69.2% | -5.7% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling