+234.6%
ECHO vs AEIS
+142.3%
+92.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +3.3% |
| 7D | +5.7% | +11.5% | -5.8% | +1.6% |
| 30D | +13.8% | -15.8% | +29.6% | +19.9% |
| 3M | +9.1% | -33.3% | +42.4% | +23.3% |
| 6M | -24.9% | -35.2% | +10.2% | -16.7% |
| YTD | -8.0% | +5.0% | -13.0% | -18.0% |
| 1Y | +42.9% | +8.5% | +34.4% | +25.6% |
| 3Y | +926.7% | +152.9% | +773.8% | +500.0% |
| All | +234.6% | +142.3% | +92.2% | +93.1% |
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 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