+259.3%
ECHO vs ACI
-44.9%
+304.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.3% | +4.3% |
| 7D | +8.6% | -2.6% | +11.1% | +8.8% |
| 30D | +3.8% | +1.1% | +2.7% | +3.6% |
| 3M | -19.9% | -23.6% | +3.8% | -18.1% |
| 6M | -12.1% | -29.9% | +17.9% | -9.4% |
| YTD | -14.1% | -26.9% | +12.8% | -12.0% |
| 1Y | +15.9% | -34.2% | +50.1% | +20.0% |
| 3Y | +417.8% | -43.6% | +461.5% | +444.4% |
| 5Y | +259.3% | -42.4% | +301.7% | +271.3% |
| All | +259.3% | -44.9% | +304.2% | +271.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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