+412.7%
ECHO vs AIG
+33.4%
+379.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | +5.3% | -1.4% | +6.8% | +5.6% |
| 30D | +2.4% | -3.3% | +5.8% | +3.1% |
| 3M | -21.8% | +2.2% | -24.0% | -22.5% |
| 6M | -16.9% | -2.1% | -14.8% | -16.8% |
| YTD | -16.0% | -11.2% | -4.8% | -13.3% |
| 1Y | +9.3% | -2.1% | +11.4% | +8.3% |
| All | +412.7% | +33.4% | +379.4% | +306.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling