+253.7%
ECHO vs AFL
+481.3%
-227.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.8% | +4.6% |
| 7D | +8.6% | -0.7% | +9.3% | +8.8% |
| 30D | +3.8% | -7.1% | +10.9% | +6.2% |
| 3M | -19.9% | +0.4% | -20.3% | -20.3% |
| 6M | -12.1% | +4.5% | -16.6% | -14.1% |
| YTD | -14.1% | +6.1% | -20.1% | -16.7% |
| 1Y | +15.9% | +10.6% | +5.3% | +10.4% |
| 3Y | +417.8% | +64.0% | +353.8% | +331.8% |
| 5Y | +259.3% | +133.7% | +125.6% | +166.6% |
| 10Y | +192.7% | +298.0% | -105.3% | +81.4% |
| All | +253.7% | +481.3% | -227.6% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling