+144.9%
ECHO vs AEE
+222.5%
-77.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | +5.7% | +1.7% | +4.0% | +5.2% |
| 30D | +13.8% | +9.7% | +4.1% | +10.8% |
| 3M | +9.1% | +5.9% | +3.2% | +7.2% |
| 6M | -24.9% | +6.7% | -31.6% | -26.7% |
| YTD | -8.0% | +17.4% | -25.4% | -12.9% |
| 1Y | +42.9% | +12.7% | +30.2% | +36.9% |
| 3Y | +926.7% | +68.2% | +858.5% | +762.3% |
| 5Y | +230.4% | +57.3% | +173.1% | +182.1% |
| All | +144.9% | +222.5% | -77.6% | +114.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling