+181.9%
ECHO vs ALLE
+145.7%
+36.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | +3.4% | -0.2% | +3.6% | +3.5% |
| 30D | +2.4% | -6.8% | +9.2% | +5.7% |
| 3M | -28.0% | +21.0% | -49.0% | -34.8% |
| 6M | -21.2% | +1.1% | -22.3% | -22.6% |
| YTD | -17.4% | -0.5% | -16.9% | -18.7% |
| 1Y | +33.6% | -7.3% | +40.8% | +35.7% |
| 3Y | +419.7% | +42.3% | +377.4% | +320.9% |
| 5Y | +241.7% | +13.5% | +228.2% | +202.8% |
| All | +181.9% | +145.7% | +36.2% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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