+251.0%
ECHO vs AEIS
+238.7%
+12.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | +5.3% | +6.5% | -1.1% | +3.1% |
| 30D | +2.4% | -9.2% | +11.6% | +5.4% |
| 3M | -21.8% | -8.3% | -13.4% | -21.5% |
| 6M | -16.9% | -6.3% | -10.6% | -18.9% |
| YTD | -16.0% | +36.5% | -52.5% | -30.5% |
| 1Y | +9.3% | +84.8% | -75.5% | -21.7% |
| 3Y | +406.2% | +176.6% | +229.6% | +193.7% |
| 5Y | +251.0% | +237.1% | +13.9% | +86.5% |
| All | +251.0% | +238.7% | +12.2% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling