+791.8%
ECHO vs ALLE
+88.9%
+702.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | -2.8% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -3.1% | +25.3% | -28.5% | -11.0% |
| 3M | +8.7% | +10.3% | -1.6% | +5.0% |
| 6M | -24.8% | +38.0% | -62.8% | -34.4% |
| YTD | -13.0% | +17.8% | -30.7% | -19.0% |
| 1Y | +33.9% | +13.6% | +20.3% | +26.8% |
| 3Y | +791.8% | +89.2% | +702.6% | +459.3% |
| All | +791.8% | +88.9% | +702.9% | +459.3% |
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