+14.3%
ECHO vs AEIS
+83.8%
-69.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | +5.3% | +6.5% | -1.1% | +4.1% |
| 30D | +2.4% | -9.2% | +11.6% | +4.2% |
| 3M | -21.8% | -8.3% | -13.4% | -21.8% |
| 6M | -16.9% | -6.3% | -10.6% | -17.5% |
| YTD | -16.0% | +36.5% | -52.5% | -21.3% |
| All | +14.3% | +83.8% | -69.5% | -1.5% |
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