+153.6%
ECHO vs ACGL
+337.7%
-184.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.0% | +8.2% | +6.3% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | -3.1% | +13.7% | -16.9% | -7.8% |
| 3M | +8.7% | +8.0% | +0.7% | +5.2% |
| 6M | -24.8% | +13.3% | -38.0% | -28.9% |
| YTD | -13.0% | +11.8% | -24.8% | -18.1% |
| 1Y | +33.9% | +22.2% | +11.7% | +21.5% |
| 3Y | +791.8% | +32.5% | +759.3% | +657.7% |
| 5Y | +261.7% | +160.2% | +101.5% | +116.3% |
| All | +153.6% | +337.7% | -184.1% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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