+276.6%
AIG vs EPAM
+751.2%
-474.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.4% |
| 7D | -0.9% | +2.0% | -2.9% | -1.3% |
| 30D | -4.9% | +6.5% | -11.4% | -6.4% |
| 3M | +4.5% | +19.9% | -15.5% | 0.0% |
| 6M | -1.4% | -16.9% | +15.5% | +0.8% |
| YTD | -9.8% | -42.9% | +33.1% | -2.0% |
| 1Y | -4.5% | -30.4% | +25.8% | -0.6% |
| 3Y | +37.4% | -54.7% | +92.2% | +50.3% |
| 5Y | +55.0% | -81.8% | +136.8% | +88.8% |
| 10Y | +63.7% | +65.5% | -1.8% | +13.0% |
| All | +276.6% | +751.2% | -474.6% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling