+224.2%
ECHO vs ACGL
+176.7%
+47.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.0% | -4.0% |
| 7D | +9.1% | -1.2% | +10.3% | +9.3% |
| 30D | +7.2% | +12.8% | -5.6% | +5.2% |
| 3M | +6.1% | +12.3% | -6.2% | +4.2% |
| 6M | -24.2% | +15.8% | -40.0% | -26.2% |
| YTD | -9.7% | +13.9% | -23.6% | -12.3% |
| 1Y | +40.9% | +19.0% | +21.9% | +35.5% |
| 3Y | +883.3% | +33.7% | +849.6% | +802.4% |
| 5Y | +224.2% | +173.4% | +50.8% | +101.5% |
| All | +224.2% | +176.7% | +47.5% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling