+198.0%
ECHO vs ALC
+21.6%
+176.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.8% |
| 7D | +8.6% | -3.7% | +12.2% | +10.2% |
| 30D | +3.8% | -3.7% | +7.5% | +5.1% |
| 3M | -19.9% | +4.6% | -24.4% | -22.0% |
| 6M | -12.1% | -14.6% | +2.5% | -7.2% |
| YTD | -14.1% | -11.9% | -2.2% | -10.9% |
| 1Y | +15.9% | -13.1% | +29.0% | +20.5% |
| 3Y | +417.8% | -15.0% | +432.8% | +439.9% |
| 5Y | +259.3% | -16.2% | +275.5% | +268.0% |
| All | +198.0% | +21.6% | +176.5% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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