+12.8%
AAL vs ECHO
+256.8%
-244.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.9% | +0.5% | +5.2% |
| 7D | +8.3% | +3.0% | +5.2% | +7.1% |
| 30D | +11.0% | +6.7% | +4.3% | +8.2% |
| 3M | -11.2% | +12.4% | -23.6% | -15.2% |
| 6M | +6.1% | -20.4% | +26.5% | +11.4% |
| YTD | -7.6% | -6.9% | -0.7% | -10.0% |
| 1Y | +3.7% | +37.7% | -34.0% | -12.1% |
| 3Y | +20.5% | +902.9% | -882.4% | -70.0% |
| 5Y | -36.4% | +275.3% | -311.7% | -75.2% |
| 10Y | -65.4% | +159.0% | -224.5% | -84.0% |
| All | +12.8% | +256.8% | -244.0% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling