+312.2%
AIG vs EPAM
+1,086.5%
-774.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +6.6% | +2.4% | +4.2% | +6.1% |
| 30D | +7.0% | +42.3% | -35.3% | -0.3% |
| 3M | +9.7% | +60.7% | -51.0% | -0.3% |
| 6M | +10.8% | +80.5% | -69.7% | -2.5% |
| YTD | -1.3% | -20.4% | +19.1% | +0.2% |
| 1Y | +8.4% | -9.6% | +18.0% | +7.2% |
| 3Y | +39.0% | -30.5% | +69.5% | +39.2% |
| 5Y | +59.6% | -75.7% | +135.3% | +84.5% |
| 10Y | +68.4% | +160.1% | -91.7% | +6.3% |
| All | +312.2% | +1,086.5% | -774.3% | +90.7% |
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