-15.7%
ECHO vs AAOX
-52.8%
+37.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +11.2% | -7.1% | +3.4% |
| 7D | +8.6% | +15.2% | -6.6% | +7.7% |
| 30D | +3.8% | -40.3% | +44.1% | +5.7% |
| 3M | -19.9% | -81.2% | +61.3% | -18.0% |
| All | -15.7% | -52.8% | +37.1% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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 · Available span rolling