+252.7%
ECHO vs AJG
+1,572.4%
-1,319.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | +3.7% | -8.3% | +12.0% | +6.8% |
| 30D | +0.7% | -5.7% | +6.4% | +2.5% |
| 3M | -27.3% | +9.1% | -36.4% | -30.4% |
| 6M | -17.0% | +15.2% | -32.2% | -22.8% |
| YTD | -14.3% | -6.3% | -8.0% | -14.3% |
| 1Y | +20.9% | -19.1% | +40.0% | +27.8% |
| 3Y | +423.0% | +8.2% | +414.7% | +385.6% |
| 5Y | +265.7% | +75.6% | +190.0% | +173.2% |
| 10Y | +197.1% | +471.1% | -274.1% | +34.0% |
| All | +252.7% | +1,572.4% | -1,319.7% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling