+8.5%
AAL vs ECHO
+40.1%
-31.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | +3.4% | +3.6% | -0.2% | +2.9% |
| 30D | +11.7% | +7.5% | +4.3% | +10.7% |
| 3M | -7.8% | +16.2% | -23.9% | -9.4% |
| 6M | +10.2% | -20.9% | +31.1% | +11.1% |
| YTD | -8.0% | -6.0% | -2.0% | -10.4% |
| 1Y | +8.5% | +43.4% | -34.8% | -0.7% |
| All | +8.5% | +40.1% | -31.5% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling