+283.1%
ECHO vs ACI
+34.0%
+249.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.8% | +2.7% |
| 7D | +2.2% | -0.6% | +2.8% | +2.2% |
| 30D | +9.8% | +9.5% | +0.3% | +8.6% |
| 3M | +16.8% | +10.1% | +6.7% | +15.3% |
| 6M | -18.1% | -15.4% | -2.7% | -16.9% |
| YTD | -4.2% | -19.5% | +15.4% | -2.5% |
| 1Y | +41.2% | -21.0% | +62.2% | +43.9% |
| 3Y | +943.7% | -31.2% | +974.9% | +978.9% |
| 5Y | +277.5% | -40.6% | +318.1% | +292.3% |
| All | +283.1% | +34.0% | +249.1% | +251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling