+159.8%
ECHO vs ACGL
+332.0%
-172.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | +2.2% | +1.3% | +0.9% | +1.6% |
| 30D | +9.8% | +14.2% | -4.4% | +4.5% |
| 3M | +16.8% | +11.1% | +5.8% | +12.0% |
| 6M | -18.1% | +16.4% | -34.4% | -23.3% |
| YTD | -4.2% | +13.8% | -18.0% | -10.3% |
| 1Y | +41.2% | +21.6% | +19.7% | +28.6% |
| 3Y | +943.7% | +33.5% | +910.1% | +786.1% |
| 5Y | +277.5% | +174.8% | +102.7% | +120.6% |
| 10Y | +159.8% | +330.4% | -170.6% | +9.6% |
| All | +159.8% | +332.0% | -172.3% | +9.6% |
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