+20.9%
ECHO vs AJG
-17.2%
+38.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.1% |
| 7D | +3.7% | -8.3% | +12.0% | +1.8% |
| 30D | +0.7% | -5.7% | +6.4% | -0.5% |
| 3M | -27.3% | +9.1% | -36.4% | -26.3% |
| 6M | -17.0% | +15.2% | -32.2% | -14.9% |
| YTD | -14.3% | -6.3% | -8.0% | -13.1% |
| 1Y | +20.9% | -19.1% | +40.0% | +28.6% |
| All | +20.9% | -17.2% | +38.1% | +28.6% |
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