+159.0%
ECHO vs ALLE
+233.6%
-74.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.8% | +4.2% | +5.7% |
| 7D | +3.0% | -0.6% | +3.6% | +3.4% |
| 30D | +6.7% | +26.6% | -19.9% | -4.9% |
| 3M | +12.4% | +13.2% | -0.8% | +5.3% |
| 6M | -20.4% | +42.9% | -63.3% | -33.9% |
| YTD | -6.9% | +21.0% | -27.9% | -16.9% |
| 1Y | +37.7% | +15.2% | +22.6% | +25.9% |
| 3Y | +902.9% | +95.6% | +807.3% | +594.7% |
| 5Y | +275.3% | +53.4% | +221.9% | +186.4% |
| 10Y | +159.0% | +221.5% | -62.5% | +44.0% |
| All | +159.0% | +233.6% | -74.6% | +44.0% |
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