+140.3%
ECHO vs ACM
+131.3%
+9.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | +9.1% | +5.1% | +4.0% | +6.8% |
| 30D | +7.2% | +18.7% | -11.5% | -0.8% |
| 3M | +6.1% | +15.5% | -9.4% | -1.2% |
| 6M | -24.2% | +1.2% | -25.4% | -25.8% |
| YTD | -9.7% | -25.2% | +15.5% | +0.4% |
| 1Y | +40.9% | -46.3% | +87.2% | +83.9% |
| 3Y | +883.3% | -9.6% | +892.8% | +889.8% |
| 5Y | +224.2% | +4.4% | +219.8% | +200.7% |
| All | +140.3% | +131.3% | +9.0% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling