+259.8%
ECHO vs AUR
-35.1%
+294.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.3% |
| 7D | +3.7% | +1.4% | +2.3% | +3.6% |
| 30D | +0.7% | -6.4% | +7.1% | +1.2% |
| 3M | -27.3% | +7.7% | -35.0% | -28.0% |
| 6M | -17.0% | +44.5% | -61.5% | -20.2% |
| YTD | -14.3% | +67.4% | -81.8% | -18.8% |
| 1Y | +20.9% | +15.4% | +5.5% | +17.7% |
| 3Y | +423.0% | +94.8% | +328.1% | +358.1% |
| All | +259.8% | -35.1% | +294.8% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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