+186.7%
ECHO vs AEIS
+558.2%
-371.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | +5.3% | +6.5% | -1.1% | +3.3% |
| 30D | +2.4% | -9.2% | +11.6% | +5.2% |
| 3M | -21.8% | -8.3% | -13.4% | -21.4% |
| 6M | -16.9% | -6.3% | -10.6% | -18.4% |
| YTD | -16.0% | +36.5% | -52.5% | -28.3% |
| 1Y | +9.3% | +84.8% | -75.5% | -16.9% |
| 3Y | +406.2% | +176.6% | +229.6% | +228.3% |
| 5Y | +251.0% | +237.1% | +13.9% | +108.1% |
| All | +186.7% | +558.2% | -371.5% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling