+260.6%
ECHO vs AFL
+131.0%
+129.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +2.3% | -3.3% | +5.6% | +3.8% |
| 30D | +4.4% | -5.0% | +9.4% | +6.7% |
| 3M | -20.3% | -1.8% | -18.5% | -20.2% |
| 6M | -15.3% | +4.8% | -20.2% | -18.7% |
| YTD | -15.5% | +5.4% | -20.9% | -19.7% |
| 1Y | +15.0% | +9.0% | +6.0% | +6.5% |
| 3Y | +409.1% | +63.0% | +346.1% | +260.2% |
| 5Y | +260.6% | +134.5% | +126.1% | +98.8% |
| All | +260.6% | +131.0% | +129.7% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling