+260.6%
ECHO vs AEE
+38.5%
+222.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | +4.4% | -2.0% | +6.4% | +5.0% |
| 3M | -20.3% | -2.8% | -17.5% | -19.9% |
| 6M | -15.3% | -3.6% | -11.8% | -14.9% |
| YTD | -15.5% | +7.3% | -22.8% | -18.5% |
| 1Y | +15.0% | +8.7% | +6.3% | +10.0% |
| 3Y | +409.1% | +46.0% | +363.1% | +328.1% |
| 5Y | +260.6% | +39.8% | +220.8% | +202.4% |
| All | +260.6% | +38.5% | +222.1% | +202.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling