+11.4%
ECHO vs ALLE
-7.7%
+19.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | +2.4% | -6.8% | +9.2% | +3.0% |
| 3M | -28.0% | +21.0% | -49.0% | -29.5% |
| 6M | -21.2% | +1.1% | -22.3% | -21.4% |
| YTD | -17.4% | -0.5% | -16.9% | -17.7% |
| All | +11.4% | -7.7% | +19.0% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling