+41.2%
ECHO vs AA
+4.5%
+36.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.3% | +4.0% |
| 7D | +2.2% | +1.2% | +0.9% | +1.9% |
| 30D | +9.8% | -5.0% | +14.8% | +11.1% |
| 3M | +16.8% | -22.2% | +39.0% | +22.6% |
| 6M | -18.1% | -36.3% | +18.3% | -11.5% |
| YTD | -4.2% | -24.2% | +20.0% | -0.7% |
| 1Y | +41.2% | +3.9% | +37.4% | +41.1% |
| All | +41.2% | +4.5% | +36.7% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling