+486.6%
AEP vs ECHO
+252.6%
+234.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | +2.9% | +5.7% | -2.8% | +2.4% |
| 30D | +3.2% | +13.8% | -10.6% | +2.1% |
| 3M | +3.8% | +9.1% | -5.3% | +3.0% |
| 6M | +2.5% | -24.9% | +27.4% | +4.1% |
| YTD | +15.5% | -8.0% | +23.5% | +14.9% |
| 1Y | +9.6% | +42.9% | -33.3% | +5.2% |
| 3Y | +91.2% | +926.7% | -835.5% | +37.7% |
| 5Y | +88.2% | +230.4% | -142.2% | +55.1% |
| 10Y | +205.1% | +145.9% | +59.2% | +154.0% |
| All | +486.6% | +252.6% | +234.0% | +278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling