+234.6%
ECHO vs AGI
+243.7%
-9.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +5.7% | -10.1% | +15.8% | +8.3% |
| 30D | +13.8% | -6.5% | +20.4% | +15.0% |
| 3M | +9.1% | -12.8% | +21.9% | +11.7% |
| 6M | -24.9% | -34.3% | +9.4% | -18.0% |
| YTD | -8.0% | -25.6% | +17.6% | -2.8% |
| 1Y | +42.9% | -14.2% | +57.1% | +46.3% |
| 3Y | +926.7% | +127.3% | +799.4% | +731.1% |
| All | +234.6% | +243.7% | -9.2% | +136.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling