+631.1%
ACN vs ECHO
+216.6%
+414.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -1.5% | +3.4% | -4.9% | -2.0% |
| 30D | +9.4% | +2.4% | +7.0% | +8.9% |
| 3M | +5.6% | -28.0% | +33.6% | +10.5% |
| 6M | -9.3% | -21.2% | +12.0% | -7.2% |
| YTD | -29.0% | -17.4% | -11.6% | -28.1% |
| 1Y | -24.7% | +33.6% | -58.3% | -30.1% |
| 3Y | -39.8% | +419.7% | -459.5% | -64.2% |
| 5Y | -40.9% | +241.7% | -282.6% | -61.6% |
| 10Y | +91.1% | +180.8% | -89.6% | +24.9% |
| All | +631.1% | +216.6% | +414.5% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling