+192.5%
ECHO vs AU
+699.0%
-506.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +3.7% | -4.3% | +8.0% | +4.1% |
| 30D | +0.7% | +7.3% | -6.6% | 0.0% |
| 3M | -27.3% | +26.3% | -53.6% | -28.8% |
| 6M | -17.0% | +1.8% | -18.7% | -17.6% |
| YTD | -14.3% | +26.8% | -41.1% | -16.1% |
| 1Y | +20.9% | +66.7% | -45.8% | +16.2% |
| 3Y | +423.0% | +579.1% | -156.1% | +363.9% |
| 5Y | +265.7% | +689.3% | -423.6% | +222.5% |
| All | +192.5% | +699.0% | -506.5% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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