+262.5%
ECHO vs ACI
-43.3%
+305.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.4% | +8.6% | +5.4% |
| 7D | -2.4% | -2.2% | -0.2% | -2.3% |
| 30D | -3.1% | +10.3% | -13.4% | -3.9% |
| 3M | +8.7% | +7.2% | +1.5% | +7.9% |
| 6M | -24.8% | -18.0% | -6.8% | -23.8% |
| YTD | -13.0% | -22.0% | +9.0% | -11.6% |
| 1Y | +33.9% | -23.4% | +57.3% | +36.1% |
| 3Y | +791.8% | -35.8% | +827.6% | +821.3% |
| All | +262.5% | -43.3% | +305.9% | +267.5% |
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