-65.1%
AAL vs ECHO
+187.5%
-252.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.8% |
| 7D | -1.3% | +5.3% | -6.6% | -2.6% |
| 30D | -13.7% | +2.4% | -16.2% | -14.3% |
| 3M | -8.2% | -21.8% | +13.6% | -3.4% |
| 6M | +13.1% | -16.9% | +30.0% | +16.0% |
| YTD | -15.6% | -16.0% | +0.4% | -14.6% |
| 1Y | +1.4% | +9.3% | -7.9% | -4.4% |
| 3Y | -7.4% | +406.2% | -413.6% | -57.8% |
| 5Y | -35.9% | +251.0% | -286.9% | -65.7% |
| 10Y | -65.1% | +191.3% | -256.4% | -78.8% |
| All | -65.1% | +187.5% | -252.7% | -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