+417.8%
ECHO vs AEIS
+173.5%
+244.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +3.1% |
| 7D | +8.6% | +8.1% | +0.4% | +5.7% |
| 30D | +3.8% | -11.1% | +14.9% | +7.7% |
| 3M | -19.9% | -5.6% | -14.2% | -20.6% |
| 6M | -12.1% | -0.6% | -11.4% | -16.7% |
| YTD | -14.1% | +38.0% | -52.1% | -31.2% |
| 1Y | +15.9% | +87.2% | -71.4% | -22.1% |
| 3Y | +417.8% | +179.7% | +238.2% | +160.1% |
| All | +417.8% | +173.5% | +244.3% | +160.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling