+192.5%
ECHO vs AIG
+66.2%
+126.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +3.7% | -1.2% | +4.9% | +4.2% |
| 30D | +0.7% | -1.1% | +1.8% | +1.0% |
| 3M | -27.3% | +0.7% | -28.0% | -27.9% |
| 6M | -17.0% | -2.2% | -14.8% | -16.9% |
| YTD | -14.3% | -10.8% | -3.5% | -11.5% |
| 1Y | +20.9% | -2.0% | +22.9% | +19.6% |
| 3Y | +423.0% | +34.8% | +388.1% | +342.9% |
| 5Y | +265.7% | +55.0% | +210.6% | +185.7% |
| All | +192.5% | +66.2% | +126.3% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling