+248.0%
ECHO vs ACI
+29.9%
+218.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.4% | +8.6% | +5.5% |
| 7D | -2.4% | -2.2% | -0.2% | -2.2% |
| 30D | -3.1% | +10.3% | -13.4% | -4.4% |
| 3M | +8.7% | +7.2% | +1.5% | +7.5% |
| 6M | -24.8% | -18.0% | -6.8% | -23.5% |
| YTD | -13.0% | -22.0% | +9.0% | -11.2% |
| 1Y | +33.9% | -23.4% | +57.3% | +36.8% |
| 3Y | +791.8% | -35.8% | +827.6% | +829.8% |
| 5Y | +261.7% | -43.7% | +305.4% | +278.4% |
| All | +248.0% | +29.9% | +218.1% | +219.9% |
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