+65.9%
AGG vs ECHO
+222.0%
-156.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | -0.2% | +5.3% | -5.5% | -0.2% |
| 30D | -0.2% | +2.4% | -2.7% | -0.2% |
| 3M | -0.7% | -21.8% | +21.1% | -0.6% |
| 6M | -1.8% | -16.9% | +15.2% | -1.7% |
| YTD | -0.6% | -16.0% | +15.4% | -0.5% |
| 1Y | +0.4% | +9.3% | -8.9% | +0.3% |
| 3Y | +13.2% | +406.2% | -393.0% | +12.3% |
| 5Y | -2.0% | +251.0% | -252.9% | -2.8% |
| 10Y | +15.1% | +191.3% | -176.2% | +14.1% |
| All | +65.9% | +222.0% | -156.1% | +64.6% |
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 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