+440.3%
AXP vs ECHO
+168.8%
+271.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.9% | -5.9% | -0.1% |
| 7D | -1.1% | +3.0% | -4.1% | -1.8% |
| 30D | +5.2% | +6.7% | -1.5% | +3.8% |
| 3M | -4.6% | +12.4% | -17.0% | -6.9% |
| 6M | +3.2% | -20.4% | +23.6% | +6.0% |
| YTD | -11.3% | -6.9% | -4.4% | -12.5% |
| 1Y | -11.0% | +37.7% | -48.7% | -18.5% |
| 3Y | +120.2% | +902.9% | -782.7% | +0.5% |
| 5Y | +91.7% | +275.3% | -183.6% | +21.9% |
| 10Y | +440.3% | +159.0% | +281.3% | +272.7% |
| All | +440.3% | +168.8% | +271.6% | +272.7% |
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 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