+192.5%
ECHO vs AGI
+392.3%
-199.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +3.7% | -2.7% | +6.5% | +4.0% |
| 30D | +0.7% | +7.2% | -6.6% | -0.1% |
| 3M | -27.3% | +4.3% | -31.6% | -27.8% |
| 6M | -17.0% | -27.1% | +10.1% | -15.0% |
| YTD | -14.3% | -6.6% | -7.7% | -14.0% |
| 1Y | +20.9% | +9.5% | +11.4% | +19.9% |
| 3Y | +423.0% | +208.4% | +214.5% | +389.6% |
| 5Y | +265.7% | +401.6% | -136.0% | +236.3% |
| All | +192.5% | +392.3% | -199.9% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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