+241.6%
ECHO vs ACGL
+161.8%
+79.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | +3.4% | -0.7% | +4.2% | +3.5% |
| 30D | +2.4% | -1.0% | +3.4% | +2.5% |
| 3M | -28.0% | +11.0% | -39.0% | -29.7% |
| 6M | -21.2% | -0.3% | -20.9% | -21.5% |
| YTD | -17.4% | +2.3% | -19.7% | -18.4% |
| 1Y | +33.6% | +6.4% | +27.2% | +30.5% |
| 3Y | +419.7% | +34.0% | +385.7% | +362.1% |
| All | +241.6% | +161.8% | +79.8% | +120.9% |
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 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