+407.0%
AXP vs ECHO
+144.4%
+262.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -0.1% | +5.7% | -5.8% | -1.1% |
| 30D | +4.4% | +13.8% | -9.4% | +1.9% |
| 3M | -6.4% | +9.1% | -15.5% | -8.2% |
| 6M | +4.2% | -24.9% | +29.1% | +8.0% |
| YTD | -12.4% | -8.0% | -4.4% | -13.4% |
| 1Y | -11.1% | +42.9% | -54.0% | -19.2% |
| 3Y | +114.9% | +926.7% | -811.8% | -3.0% |
| 5Y | +87.4% | +230.4% | -142.9% | +27.0% |
| All | +407.0% | +144.4% | +262.7% | +260.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling