-68.6%
AAL vs ECHO
+144.4%
-213.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.5% |
| 7D | -0.1% | +5.7% | -5.8% | -1.3% |
| 30D | +11.7% | +13.8% | -2.1% | +8.0% |
| 3M | -12.5% | +9.1% | -21.6% | -14.7% |
| 6M | +3.6% | -24.9% | +28.6% | +9.0% |
| YTD | -14.1% | -8.0% | -6.1% | -15.3% |
| 1Y | +0.8% | +42.9% | -42.1% | -11.2% |
| 3Y | +11.8% | +926.7% | -914.9% | -61.9% |
| 5Y | -35.1% | +230.4% | -265.5% | -62.2% |
| All | -68.6% | +144.4% | -213.0% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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