-66.0%
AAL vs ECHO
+155.6%
-221.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.4% |
| 7D | +3.4% | +3.6% | -0.2% | +2.6% |
| 30D | +11.7% | +7.5% | +4.3% | +9.5% |
| 3M | -7.8% | +16.2% | -23.9% | -11.5% |
| 6M | +10.2% | -20.9% | +31.1% | +14.5% |
| YTD | -8.0% | -6.0% | -2.0% | -9.8% |
| 1Y | +8.5% | +43.4% | -34.8% | -4.4% |
| 3Y | +19.5% | +924.0% | -904.6% | -59.0% |
| 5Y | -33.9% | +249.6% | -283.5% | -62.6% |
| 10Y | -66.0% | +151.3% | -217.3% | -77.2% |
| All | -66.0% | +155.6% | -221.6% | -77.2% |
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