+240.0%
ECHO vs AA
-31.2%
+271.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | +3.4% | -0.7% | +4.1% | +3.6% |
| 30D | +2.4% | +5.0% | -2.6% | +0.6% |
| 3M | -28.0% | -35.8% | +7.9% | -19.1% |
| 6M | -21.2% | -18.4% | -2.9% | -18.4% |
| YTD | -17.4% | -5.5% | -11.9% | -18.5% |
| 1Y | +33.6% | +61.0% | -27.4% | +11.9% |
| 3Y | +419.7% | +66.2% | +353.5% | +316.3% |
| 5Y | +241.7% | +11.4% | +230.3% | +177.7% |
| 10Y | +180.8% | +116.9% | +63.9% | +55.5% |
| All | +240.0% | -31.2% | +271.3% | +89.2% |
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