+144.9%
ECHO vs AME
+444.5%
-299.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.6% |
| 7D | +5.7% | +5.9% | -0.2% | +2.1% |
| 30D | +13.8% | -1.9% | +15.7% | +15.6% |
| 3M | +9.1% | -5.4% | +14.4% | +13.0% |
| 6M | -24.9% | +4.9% | -29.9% | -27.1% |
| YTD | -8.0% | +18.5% | -26.5% | -17.3% |
| 1Y | +42.9% | +25.5% | +17.4% | +24.1% |
| 3Y | +926.7% | +63.0% | +863.7% | +652.7% |
| 5Y | +230.4% | +78.3% | +152.1% | +126.8% |
| All | +144.9% | +444.5% | -299.6% | -5.7% |
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