+188.4%
ECHO vs AEIS
+531.1%
-342.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.9% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +4.4% | -16.4% | +20.8% | +10.1% |
| 3M | -20.3% | -11.1% | -9.2% | -19.1% |
| 6M | -15.3% | -12.0% | -3.3% | -15.1% |
| YTD | -15.5% | +30.9% | -46.4% | -26.9% |
| 1Y | +15.0% | +74.3% | -59.4% | -11.0% |
| 3Y | +409.1% | +165.2% | +244.0% | +234.5% |
| 5Y | +260.6% | +220.0% | +40.6% | +117.3% |
| All | +188.4% | +531.1% | -342.7% | +24.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling