+191.3%
ECHO vs AA
+121.9%
+69.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.7% |
| 7D | +5.3% | -0.6% | +6.0% | +5.5% |
| 30D | +2.4% | -1.6% | +4.0% | +2.6% |
| 3M | -21.8% | -29.8% | +8.0% | -14.9% |
| 6M | -16.9% | -16.6% | -0.3% | -14.6% |
| YTD | -16.0% | -4.0% | -11.9% | -17.3% |
| 1Y | +9.3% | +63.5% | -54.2% | -7.8% |
| 3Y | +406.2% | +86.8% | +319.5% | +300.8% |
| 5Y | +251.0% | +12.4% | +238.6% | +187.8% |
| 10Y | +191.3% | +132.3% | +58.9% | +51.6% |
| All | +191.3% | +121.9% | +69.3% | +51.6% |
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