+191.3%
ECHO vs AME
+425.2%
-234.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | +5.3% | +1.3% | +4.0% | +4.5% |
| 30D | +2.4% | -6.6% | +9.0% | +6.6% |
| 3M | -21.8% | +3.0% | -24.8% | -23.3% |
| 6M | -16.9% | +5.3% | -22.2% | -19.9% |
| YTD | -16.0% | +15.4% | -31.4% | -23.5% |
| 1Y | +9.3% | +26.8% | -17.5% | -6.4% |
| 3Y | +406.2% | +56.5% | +349.7% | +278.6% |
| 5Y | +251.0% | +85.2% | +165.7% | +134.3% |
| 10Y | +191.3% | +428.5% | -237.3% | +11.2% |
| All | +191.3% | +425.2% | -234.0% | +11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling