+259.3%
ECHO vs AME
+85.0%
+174.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +8.6% | +2.8% | +5.8% | +6.8% |
| 30D | +3.8% | -6.3% | +10.0% | +7.7% |
| 3M | -19.9% | +5.4% | -25.3% | -22.5% |
| 6M | -12.1% | +7.4% | -19.5% | -16.1% |
| YTD | -14.1% | +16.2% | -30.2% | -22.0% |
| 1Y | +15.9% | +26.8% | -10.9% | -0.7% |
| 3Y | +417.8% | +57.5% | +360.3% | +286.8% |
| 5Y | +259.3% | +84.8% | +174.5% | +138.7% |
| All | +259.3% | +85.0% | +174.3% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling