+222.8%
ECHO vs ALC
+32.2%
+190.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.3% | +6.7% | +6.8% |
| 7D | +3.0% | +2.1% | +1.0% | +2.0% |
| 30D | +6.7% | +17.2% | -10.5% | -0.4% |
| 3M | +12.4% | +4.6% | +7.7% | +9.5% |
| 6M | -20.4% | +20.1% | -40.5% | -27.3% |
| YTD | -6.9% | -4.2% | -2.7% | -7.1% |
| 1Y | +37.7% | +2.1% | +35.6% | +33.1% |
| 3Y | +902.9% | +4.5% | +898.4% | +858.3% |
| 5Y | +275.3% | -12.3% | +287.7% | +276.8% |
| All | +222.8% | +32.2% | +190.7% | +157.2% |
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