+192.5%
ECHO vs AFL
+303.3%
-110.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +3.7% | -1.6% | +5.4% | +4.5% |
| 30D | +0.7% | -4.0% | +4.7% | +2.6% |
| 3M | -27.3% | -0.5% | -26.8% | -27.6% |
| 6M | -17.0% | +6.5% | -23.5% | -20.7% |
| YTD | -14.3% | +6.2% | -20.5% | -18.5% |
| 1Y | +20.9% | +8.3% | +12.6% | +13.4% |
| 3Y | +423.0% | +62.5% | +360.4% | +292.7% |
| 5Y | +265.7% | +136.2% | +129.5% | +124.8% |
| All | +192.5% | +303.3% | -110.8% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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