+88.5%
ACN vs ECHO
+187.5%
-99.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.6% |
| 7D | -6.3% | +5.3% | -11.7% | -6.9% |
| 30D | -1.4% | +2.4% | -3.8% | -1.7% |
| 3M | +2.6% | -21.8% | +24.4% | +4.9% |
| 6M | -14.3% | -16.9% | +2.6% | -13.4% |
| YTD | -33.1% | -16.0% | -17.1% | -32.7% |
| 1Y | -28.8% | +9.3% | -38.1% | -30.6% |
| 3Y | -43.0% | +406.2% | -449.2% | -59.8% |
| 5Y | -44.0% | +251.0% | -295.0% | -57.8% |
| 10Y | +88.5% | +191.3% | -102.7% | +45.2% |
| All | +88.5% | +187.5% | -99.0% | +45.2% |
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