-31.4%
AAL vs ECHO
+241.4%
-272.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.7% | +3.4% | -7.1% | -4.2% |
| 30D | -20.8% | +2.4% | -23.2% | -21.1% |
| 3M | -1.3% | -28.0% | +26.7% | +2.9% |
| 6M | +5.4% | -21.2% | +26.6% | +7.9% |
| YTD | -14.4% | -17.4% | +3.0% | -13.4% |
| 1Y | +2.1% | +33.6% | -31.5% | -4.4% |
| 3Y | -10.6% | +419.7% | -430.2% | -42.3% |
| All | -31.4% | +241.4% | -272.8% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling