+188.4%
ECHO vs AEHR
+3,808.7%
-3,620.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.7% |
| 7D | +2.3% | +23.0% | -20.7% | +0.6% |
| 30D | +4.4% | -19.9% | +24.3% | +5.8% |
| 3M | -20.3% | +0.5% | -20.8% | -21.5% |
| 6M | -15.3% | +123.6% | -138.9% | -22.8% |
| YTD | -15.5% | +364.6% | -380.1% | -27.8% |
| 1Y | +15.0% | +255.3% | -240.4% | -0.5% |
| 3Y | +409.1% | +89.7% | +319.4% | +330.9% |
| 5Y | +260.6% | +827.9% | -567.3% | +168.3% |
| All | +188.4% | +3,808.7% | -3,620.3% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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