+15.9%
ECHO vs ALC
-12.7%
+28.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.0% |
| 7D | +8.6% | -3.7% | +12.2% | +8.5% |
| 30D | +3.8% | -3.7% | +7.5% | +3.6% |
| 3M | -19.9% | +4.6% | -24.4% | -20.2% |
| 6M | -12.1% | -14.6% | +2.5% | -10.1% |
| YTD | -14.1% | -11.9% | -2.2% | -12.2% |
| 1Y | +15.9% | -13.1% | +29.0% | +17.8% |
| All | +15.9% | -12.7% | +28.6% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling