+86.2%
AEP vs ECHO
+227.9%
-141.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | +2.9% | +5.7% | -2.8% | +2.8% |
| 30D | +3.2% | +13.8% | -10.6% | +2.9% |
| 3M | +3.8% | +9.1% | -5.3% | +3.6% |
| 6M | +2.5% | -24.9% | +27.4% | +2.9% |
| YTD | +15.5% | -8.0% | +23.5% | +15.3% |
| 1Y | +9.6% | +42.9% | -33.3% | +8.3% |
| 3Y | +91.2% | +926.7% | -835.5% | +68.9% |
| All | +86.2% | +227.9% | -141.6% | +79.2% |
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