+1,314.2%
AAOI vs ECHO
+262.7%
+1,051.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.6% |
| 7D | -0.2% | +3.7% | -3.9% | -1.1% |
| 30D | -23.7% | +0.7% | -24.4% | -23.7% |
| 3M | -39.0% | -27.3% | -11.7% | -33.3% |
| 6M | -17.0% | -17.0% | -0.1% | -12.8% |
| YTD | +202.2% | -14.3% | +216.6% | +218.2% |
| 1Y | +292.4% | +20.9% | +271.5% | +286.7% |
| 3Y | +804.4% | +423.0% | +381.4% | +414.5% |
| All | +1,314.2% | +262.7% | +1,051.5% | +817.8% |
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 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