+33.6%
ECHO vs AEE
+8.8%
+24.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | +3.4% | +0.3% | +3.1% | +3.5% |
| 30D | +2.4% | -2.3% | +4.6% | +1.7% |
| 3M | -28.0% | +0.2% | -28.2% | -27.8% |
| 6M | -21.2% | -4.7% | -16.5% | -21.5% |
| YTD | -17.4% | +8.1% | -25.5% | -14.2% |
| 1Y | +33.6% | +8.5% | +25.0% | +42.4% |
| All | +33.6% | +8.8% | +24.8% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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