+151.3%
ECHO vs ALLE
+212.2%
-60.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.3% |
| 7D | +3.6% | -0.8% | +4.5% | +4.1% |
| 30D | +7.5% | +27.4% | -19.9% | -4.5% |
| 3M | +16.2% | +13.8% | +2.3% | +8.6% |
| 6M | -20.9% | +45.5% | -66.4% | -34.8% |
| YTD | -6.0% | +21.4% | -27.4% | -16.2% |
| 1Y | +43.4% | +15.4% | +28.0% | +31.0% |
| 3Y | +924.0% | +91.7% | +832.3% | +617.0% |
| 5Y | +249.6% | +54.5% | +195.1% | +165.9% |
| 10Y | +151.3% | +210.5% | -59.3% | +41.2% |
| All | +151.3% | +212.2% | -60.9% | +41.2% |
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