+33.6%
ECHO vs AEIS
+93.3%
-59.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.4% |
| 7D | +3.4% | +3.0% | +0.4% | +2.8% |
| 30D | +2.4% | -14.6% | +17.0% | +5.2% |
| 3M | -28.0% | -12.4% | -15.5% | -27.4% |
| 6M | -21.2% | -15.0% | -6.3% | -20.9% |
| YTD | -17.4% | +34.3% | -51.7% | -21.9% |
| 1Y | +33.6% | +87.4% | -53.8% | +20.9% |
| All | +33.6% | +93.3% | -59.7% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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