+144.9%
ECHO vs AA
+42.1%
+102.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.4% |
| 7D | +5.7% | +0.5% | +5.2% | +5.5% |
| 30D | +13.8% | -0.6% | +14.4% | +14.0% |
| 3M | +9.1% | -19.7% | +28.7% | +15.3% |
| 6M | -24.9% | -41.6% | +16.6% | -14.9% |
| YTD | -8.0% | -24.6% | +16.6% | -3.7% |
| 1Y | +42.9% | +4.9% | +38.0% | +36.8% |
| 3Y | +926.7% | +66.8% | +859.9% | +738.5% |
| 5Y | +230.4% | -19.4% | +249.8% | +198.1% |
| All | +144.9% | +42.1% | +102.8% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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