+191.3%
ECHO vs AG
+64.8%
+126.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.5% |
| 7D | +5.3% | -0.1% | +5.4% | +5.3% |
| 30D | +2.4% | +12.5% | -10.0% | +0.8% |
| 3M | -21.8% | +28.2% | -50.0% | -24.3% |
| 6M | -16.9% | -18.8% | +1.9% | -15.8% |
| YTD | -16.0% | +27.4% | -43.4% | -19.2% |
| 1Y | +9.3% | +132.2% | -122.9% | -1.8% |
| 3Y | +406.2% | +286.9% | +119.3% | +322.9% |
| 5Y | +251.0% | +72.8% | +178.2% | +205.9% |
| 10Y | +191.3% | +74.6% | +116.7% | +144.0% |
| All | +191.3% | +64.8% | +126.4% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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