+144.9%
ECHO vs ALB
+32.4%
+112.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.2% |
| 7D | +5.7% | -5.8% | +11.4% | +7.2% |
| 30D | +13.8% | -4.5% | +18.3% | +14.7% |
| 3M | +9.1% | -28.1% | +37.2% | +17.5% |
| 6M | -24.9% | -53.2% | +28.2% | -10.5% |
| YTD | -8.0% | -33.3% | +25.3% | -1.7% |
| 1Y | +42.9% | -17.4% | +60.3% | +44.1% |
| 3Y | +926.7% | -14.1% | +940.8% | +854.0% |
| 5Y | +230.4% | -64.0% | +294.4% | +266.7% |
| All | +144.9% | +32.4% | +112.5% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling