+240.0%
ECHO vs ACGL
+1,225.5%
-985.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.7% |
| 7D | +3.4% | -0.7% | +4.2% | +3.7% |
| 30D | +2.4% | -1.0% | +3.4% | +2.7% |
| 3M | -28.0% | +11.0% | -39.0% | -31.6% |
| 6M | -21.2% | -0.3% | -20.9% | -22.0% |
| YTD | -17.4% | +2.3% | -19.7% | -19.6% |
| 1Y | +33.6% | +6.4% | +27.2% | +27.2% |
| 3Y | +419.7% | +34.0% | +385.7% | +329.8% |
| 5Y | +241.7% | +161.6% | +80.1% | +98.5% |
| 10Y | +180.8% | +278.6% | -97.8% | +28.2% |
| All | +240.0% | +1,225.5% | -985.4% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling