+192.7%
ECHO vs ALM
+3,219.4%
-3,026.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.8% | -4.8% | +3.5% |
| 7D | +8.6% | +8.4% | +0.2% | +8.1% |
| 30D | +3.8% | +34.8% | -31.1% | +1.9% |
| 3M | -19.9% | +16.2% | -36.1% | -20.9% |
| 6M | -12.1% | +2.1% | -14.2% | -13.0% |
| YTD | -14.1% | +117.0% | -131.1% | -18.1% |
| 1Y | +15.9% | +313.9% | -298.0% | +6.8% |
| 3Y | +417.8% | +2,327.9% | -1,910.1% | +333.5% |
| 5Y | +259.3% | +1,040.6% | -781.3% | +205.2% |
| 10Y | +192.7% | +3,219.4% | -3,026.7% | +145.0% |
| All | +192.7% | +3,219.4% | -3,026.7% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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