+943.7%
ECHO vs ALLE
+92.8%
+850.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.5% | +3.1% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +9.8% | +25.9% | -16.1% | +1.0% |
| 3M | +16.8% | +14.9% | +2.0% | +11.2% |
| 6M | -18.1% | +42.1% | -60.2% | -29.2% |
| YTD | -4.2% | +20.4% | -24.6% | -11.5% |
| 1Y | +41.2% | +14.9% | +26.4% | +33.7% |
| 3Y | +943.7% | +90.1% | +853.6% | +564.2% |
| All | +943.7% | +92.8% | +850.9% | +564.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling