+144.9%
ECHO vs ALLE
+211.7%
-66.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.4% |
| 7D | +5.7% | +3.6% | +2.1% | +4.1% |
| 30D | +13.8% | +25.9% | -12.1% | +1.8% |
| 3M | +9.1% | +15.8% | -6.7% | +1.2% |
| 6M | -24.9% | +48.1% | -73.0% | -38.7% |
| YTD | -8.0% | +22.0% | -30.0% | -18.1% |
| 1Y | +42.9% | +18.0% | +24.9% | +29.1% |
| 3Y | +926.7% | +93.1% | +833.6% | +616.4% |
| 5Y | +230.4% | +52.1% | +178.3% | +153.4% |
| All | +144.9% | +211.7% | -66.8% | +36.7% |
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