+17.5%
AEP vs ECHO
+10.0%
+7.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -0.9% |
| 7D | -1.0% | +2.3% | -3.3% | -0.9% |
| 30D | -0.1% | +4.4% | -4.5% | 0.0% |
| 3M | -3.2% | -20.3% | +17.1% | -3.8% |
| 6M | -5.3% | -15.3% | +10.1% | -5.7% |
| YTD | +9.5% | -15.5% | +25.0% | +9.0% |
| 1Y | +17.5% | +15.0% | +2.5% | +18.4% |
| All | +17.5% | +10.0% | +7.5% | +18.4% |
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