+926.7%
ECHO vs AIG
+39.5%
+887.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.9% |
| 7D | +5.7% | +6.6% | -0.9% | +4.8% |
| 30D | +13.8% | +7.0% | +6.8% | +12.5% |
| 3M | +9.1% | +9.7% | -0.6% | +7.4% |
| 6M | -24.9% | +10.8% | -35.7% | -26.5% |
| YTD | -8.0% | -1.3% | -6.7% | -7.0% |
| 1Y | +42.9% | +8.4% | +34.5% | +39.6% |
| 3Y | +926.7% | +39.0% | +887.7% | +1,050.3% |
| All | +926.7% | +39.5% | +887.2% | +1,050.3% |
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