-22.6%
ACN vs ECHO
+288.7%
-311.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.5% |
| 7D | +1.6% | +2.2% | -0.6% | +1.4% |
| 30D | +24.6% | +9.8% | +14.8% | +23.9% |
| 3M | +46.2% | +16.8% | +29.4% | +44.6% |
| 6M | +46.2% | -18.1% | +64.2% | +47.4% |
| YTD | -0.9% | -4.2% | +3.3% | -1.3% |
| 1Y | +8.8% | +41.2% | -32.5% | +5.7% |
| 3Y | -14.3% | +943.7% | -958.0% | -35.0% |
| 5Y | -22.6% | +277.5% | -300.1% | -32.2% |
| All | -22.6% | +288.7% | -311.3% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling