+33.6%
ECHO vs AIG
-4.5%
+38.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | 0.0% |
| 7D | +3.4% | -0.9% | +4.3% | +3.3% |
| 30D | +2.4% | -4.9% | +7.2% | +2.1% |
| 3M | -28.0% | +4.5% | -32.4% | -27.9% |
| 6M | -21.2% | -1.4% | -19.8% | -21.1% |
| YTD | -17.4% | -9.8% | -7.6% | -14.5% |
| 1Y | +33.6% | -4.5% | +38.1% | +33.6% |
| All | +33.6% | -4.5% | +38.1% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling