+100.9%
AAOI vs ECHO
+34.5%
+66.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.3% | -4.1% | -4.2% |
| 7D | -27.9% | +4.6% | -32.5% | -31.1% |
| 30D | -51.2% | +0.4% | -51.7% | -51.0% |
| 3M | -55.0% | +7.7% | -62.6% | -57.3% |
| 6M | -65.7% | -18.0% | -47.7% | -61.7% |
| YTD | +70.0% | -9.3% | +79.3% | +64.7% |
| 1Y | +100.9% | +34.2% | +66.7% | +55.4% |
| All | +100.9% | +34.5% | +66.4% | +55.4% |
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 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