+407.1%
ECHO vs ACGL
+34.2%
+372.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | +3.4% | -0.7% | +4.2% | +3.4% |
| 30D | +2.4% | -1.0% | +3.4% | +2.3% |
| 3M | -28.0% | +11.0% | -39.0% | -28.1% |
| 6M | -21.2% | -0.3% | -20.9% | -21.2% |
| YTD | -17.4% | +2.3% | -19.7% | -17.5% |
| 1Y | +33.6% | +6.4% | +27.2% | +32.9% |
| All | +407.1% | +34.2% | +372.8% | +389.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling