+258.3%
ECHO vs AA
-45.4%
+303.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.3% | +4.4% |
| 7D | -2.4% | +0.9% | -3.3% | -2.6% |
| 30D | -3.1% | -6.7% | +3.5% | -1.2% |
| 3M | +8.7% | -16.3% | +25.1% | +13.9% |
| 6M | -24.8% | -37.1% | +12.4% | -15.6% |
| YTD | -13.0% | -25.0% | +12.1% | -8.4% |
| 1Y | +33.9% | +8.6% | +25.3% | +26.4% |
| 3Y | +791.8% | +57.2% | +734.6% | +627.0% |
| 5Y | +261.7% | -13.0% | +274.7% | +218.6% |
| 10Y | +157.3% | +65.5% | +91.7% | +54.3% |
| All | +258.3% | -45.4% | +303.7% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling