+170.5%
AEP vs ECHO
+197.5%
-27.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -0.9% | +3.7% | -4.7% | -1.1% |
| 30D | -1.1% | +0.7% | -1.8% | -1.1% |
| 3M | -3.3% | -27.3% | +24.0% | -2.3% |
| 6M | -4.6% | -17.0% | +12.3% | -4.3% |
| YTD | +9.4% | -14.3% | +23.7% | +9.5% |
| 1Y | +16.9% | +20.9% | -4.0% | +15.2% |
| 3Y | +76.6% | +423.0% | -346.3% | +54.1% |
| 5Y | +66.2% | +265.7% | -199.5% | +48.2% |
| All | +170.5% | +197.5% | -27.0% | +145.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling