+697.9%
AON vs EPAM
+1,040.5%
-342.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.5% |
| 7D | +0.7% | +9.1% | -8.3% | -0.8% |
| 30D | +23.1% | +38.5% | -15.4% | +17.2% |
| 3M | -6.0% | +61.0% | -67.0% | -12.5% |
| 6M | +7.9% | +58.0% | -50.2% | +0.1% |
| YTD | -4.1% | -23.5% | +19.3% | -2.6% |
| 1Y | -2.3% | -10.5% | +8.2% | -3.0% |
| 3Y | +3.4% | -33.8% | +37.3% | +4.3% |
| 5Y | +17.1% | -78.1% | +95.2% | +32.8% |
| 10Y | +230.6% | +157.7% | +72.8% | +142.8% |
| All | +697.9% | +1,040.5% | -342.6% | +390.3% |
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