-14.3%
ACN vs ECHO
+923.2%
-937.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.6% |
| 7D | +1.6% | +2.2% | -0.6% | +1.5% |
| 30D | +24.6% | +9.8% | +14.8% | +24.3% |
| 3M | +46.2% | +16.8% | +29.4% | +45.4% |
| 6M | +46.2% | -18.1% | +64.2% | +47.1% |
| YTD | -0.9% | -4.2% | +3.3% | -0.9% |
| 1Y | +8.8% | +41.2% | -32.5% | +7.3% |
| 3Y | -14.3% | +943.7% | -958.0% | -21.3% |
| All | -14.3% | +923.2% | -937.4% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling