+159.8%
ECHO vs AG
+64.1%
+95.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.9% | +8.8% | +3.7% |
| 7D | +2.2% | +6.0% | -3.8% | +1.4% |
| 30D | +9.8% | -13.5% | +23.4% | +11.7% |
| 3M | +16.8% | -20.7% | +37.5% | +19.6% |
| 6M | -18.1% | -31.5% | +13.5% | -15.1% |
| YTD | -4.2% | -10.1% | +6.0% | -4.3% |
| 1Y | +41.2% | +26.0% | +15.2% | +35.9% |
| 3Y | +943.7% | +228.9% | +714.8% | +788.0% |
| 5Y | +277.5% | +8.7% | +268.9% | +243.6% |
| 10Y | +159.8% | +71.9% | +87.9% | +125.5% |
| All | +159.8% | +64.1% | +95.7% | +125.5% |
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