+65.1%
AEP vs ECHO
+252.6%
-187.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.6% |
| 7D | +0.9% | +5.3% | -4.5% | +0.8% |
| 30D | +1.5% | +2.4% | -0.9% | +1.4% |
| 3M | -1.7% | -21.8% | +20.1% | -1.3% |
| 6M | -4.0% | -16.9% | +12.9% | -3.9% |
| YTD | +10.6% | -16.0% | +26.6% | +10.6% |
| 1Y | +18.6% | +9.3% | +9.3% | +17.9% |
| 3Y | +78.7% | +406.2% | -327.5% | +65.6% |
| 5Y | +65.1% | +251.0% | -185.9% | +53.7% |
| All | +65.1% | +252.6% | -187.5% | +53.7% |
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