+33.9%
ECHO vs ACGL
+22.6%
+11.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.0% | +8.2% | +3.5% |
| 7D | -2.4% | +0.9% | -3.3% | -1.9% |
| 30D | -3.1% | +13.7% | -16.9% | +4.1% |
| 3M | +8.7% | +8.0% | +0.7% | +14.0% |
| 6M | -24.8% | +13.3% | -38.0% | -18.3% |
| YTD | -13.0% | +11.8% | -24.8% | -4.2% |
| 1Y | +33.9% | +22.2% | +11.7% | +59.9% |
| All | +33.9% | +22.6% | +11.4% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling