+926.7%
ECHO vs AFL
+67.6%
+859.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | +5.7% | +2.9% | +2.8% | +5.2% |
| 30D | +13.8% | +8.0% | +5.9% | +12.0% |
| 3M | +9.1% | +5.9% | +3.2% | +7.7% |
| 6M | -24.9% | +11.6% | -36.6% | -27.4% |
| YTD | -8.0% | +17.5% | -25.5% | -13.5% |
| 1Y | +42.9% | +13.3% | +29.6% | +36.8% |
| 3Y | +926.7% | +67.0% | +859.7% | +683.8% |
| All | +926.7% | +67.6% | +859.1% | +683.8% |
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