+33.6%
ECHO vs AJG
-12.9%
+46.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.3% |
| 7D | +3.4% | -1.8% | +5.2% | +3.0% |
| 30D | +2.4% | +4.6% | -2.3% | +3.4% |
| 3M | -28.0% | +24.9% | -52.9% | -25.0% |
| 6M | -21.2% | +17.2% | -38.4% | -18.1% |
| YTD | -17.4% | +2.2% | -19.5% | -14.6% |
| 1Y | +33.6% | -11.5% | +45.1% | +44.3% |
| All | +33.6% | -12.9% | +46.5% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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