+205.6%
AON vs EPAM
+63.0%
+142.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | -7.9% | -2.2% | -5.8% | -7.6% |
| 30D | -14.6% | +17.8% | -32.4% | -16.7% |
| 3M | -7.9% | +19.9% | -27.8% | -10.8% |
| 6M | -8.0% | -21.6% | +13.6% | -5.7% |
| YTD | -13.2% | -44.0% | +30.8% | -7.4% |
| 1Y | -16.4% | -30.5% | +14.1% | -13.8% |
| 3Y | -6.7% | -56.8% | +50.1% | +0.4% |
| 5Y | +8.0% | -81.7% | +89.7% | +28.7% |
| 10Y | +205.6% | +68.4% | +137.2% | +118.7% |
| All | +205.6% | +63.0% | +142.6% | +118.7% |
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 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