+33.6%
ECHO vs AME
+29.8%
+3.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.7% |
| 7D | +3.4% | +0.6% | +2.8% | +3.1% |
| 30D | +2.4% | -6.7% | +9.0% | +5.8% |
| 3M | -28.0% | +4.1% | -32.0% | -29.3% |
| 6M | -21.2% | +1.6% | -22.8% | -22.0% |
| YTD | -17.4% | +16.1% | -33.5% | -21.7% |
| 1Y | +33.6% | +27.3% | +6.3% | +23.2% |
| All | +33.6% | +29.8% | +3.8% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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