+151.4%
ACN vs ECHO
+155.6%
-4.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.7% |
| 7D | -4.0% | +3.6% | -7.6% | -4.4% |
| 30D | +19.0% | +7.5% | +11.5% | +17.8% |
| 3M | +42.2% | +16.2% | +26.0% | +39.4% |
| 6M | +50.1% | -20.9% | +71.0% | +52.6% |
| YTD | -2.7% | -6.0% | +3.2% | -3.6% |
| 1Y | +7.6% | +43.4% | -35.8% | +1.5% |
| 3Y | -15.9% | +924.0% | -939.9% | -48.7% |
| 5Y | -24.4% | +249.6% | -274.0% | -41.4% |
| 10Y | +151.4% | +151.3% | +0.1% | +108.9% |
| All | +151.4% | +155.6% | -4.2% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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