+230.4%
AON vs EPAM
+158.4%
+72.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.0% |
| 7D | -3.2% | -1.1% | -2.1% | -3.0% |
| 30D | +21.7% | +41.8% | -20.2% | +15.3% |
| 3M | -5.1% | +63.4% | -68.5% | -12.0% |
| 6M | +5.9% | +72.2% | -66.3% | -3.2% |
| YTD | -4.8% | -20.0% | +15.2% | -3.9% |
| 1Y | -4.1% | -9.0% | +5.0% | -5.0% |
| 3Y | +2.0% | -30.4% | +32.4% | +2.0% |
| 5Y | +15.2% | -75.6% | +90.8% | +32.7% |
| All | +230.4% | +158.4% | +72.0% | +115.5% |
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 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