+192.7%
ECHO vs ACM
+128.0%
+64.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.4% |
| 7D | +8.6% | -0.3% | +8.9% | +8.7% |
| 30D | +3.8% | -12.9% | +16.7% | +9.3% |
| 3M | -19.9% | -6.4% | -13.5% | -18.7% |
| 6M | -12.1% | -29.2% | +17.2% | +0.9% |
| YTD | -14.1% | -29.9% | +15.9% | -1.8% |
| 1Y | +15.9% | -47.3% | +63.1% | +50.4% |
| 3Y | +417.8% | -19.6% | +437.5% | +450.6% |
| 5Y | +259.3% | +5.5% | +253.8% | +232.4% |
| 10Y | +192.7% | +129.7% | +63.0% | +92.1% |
| All | +192.7% | +128.0% | +64.8% | +92.1% |
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