+134.6%
ECHO vs ALLE
+327.3%
-192.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | -2.4% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -3.1% | +25.3% | -28.5% | -13.3% |
| 3M | +8.7% | +10.3% | -1.6% | +3.0% |
| 6M | -24.8% | +38.0% | -62.8% | -36.4% |
| YTD | -13.0% | +17.8% | -30.7% | -21.3% |
| 1Y | +33.9% | +13.6% | +20.3% | +23.1% |
| 3Y | +791.8% | +89.2% | +702.6% | +532.6% |
| 5Y | +261.7% | +51.1% | +210.6% | +179.2% |
| 10Y | +157.3% | +228.1% | -70.8% | +36.7% |
| All | +134.6% | +327.3% | -192.7% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling