+153.6%
ECHO vs AVAV
+361.4%
-207.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.5% | -5.2% | +3.4% |
| 7D | -2.4% | -10.6% | +8.2% | -0.5% |
| 30D | -3.1% | -18.8% | +15.7% | +0.4% |
| 3M | +8.7% | -34.1% | +42.8% | +16.4% |
| 6M | -24.8% | -35.3% | +10.6% | -19.8% |
| YTD | -13.0% | -53.4% | +40.4% | -3.8% |
| 1Y | +33.9% | -65.6% | +99.6% | +54.9% |
| 3Y | +791.8% | -5.1% | +796.9% | +703.9% |
| 5Y | +261.7% | +18.5% | +243.2% | +196.4% |
| All | +153.6% | +361.4% | -207.8% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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