+159.8%
ECHO vs AA
+45.1%
+114.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.3% | +4.1% |
| 7D | +2.2% | +1.2% | +0.9% | +1.9% |
| 30D | +9.8% | -5.0% | +14.8% | +11.4% |
| 3M | +16.8% | -22.2% | +39.0% | +24.3% |
| 6M | -18.1% | -36.3% | +18.3% | -9.2% |
| YTD | -4.2% | -24.2% | +20.0% | +0.2% |
| 1Y | +41.2% | +3.9% | +37.4% | +35.3% |
| 3Y | +943.7% | +67.6% | +876.1% | +751.6% |
| 5Y | +277.5% | -8.8% | +286.4% | +230.3% |
| 10Y | +159.8% | +45.0% | +114.8% | +60.5% |
| All | +159.8% | +45.1% | +114.7% | +60.5% |
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