+415.7%
ECHO vs AFL
+62.4%
+353.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +2.3% | -3.3% | +5.6% | +3.3% |
| 30D | +4.4% | -5.0% | +9.4% | +6.0% |
| 3M | -20.3% | -1.8% | -18.5% | -20.4% |
| 6M | -15.3% | +4.8% | -20.2% | -18.3% |
| YTD | -15.5% | +5.4% | -20.9% | -19.2% |
| 1Y | +15.0% | +9.0% | +6.0% | +7.2% |
| All | +415.7% | +62.4% | +353.3% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 3y: compounded portfolio wealth divided by compounded AFL 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…
3y analysis · Full analysis span regression · 6 months rolling