+240.0%
ECHO vs AEIS
+2,101.9%
-1,861.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.7% |
| 7D | +3.4% | +3.0% | +0.4% | +2.5% |
| 30D | +2.4% | -14.6% | +17.0% | +6.6% |
| 3M | -28.0% | -12.4% | -15.5% | -26.6% |
| 6M | -21.2% | -15.0% | -6.3% | -20.1% |
| YTD | -17.4% | +34.3% | -51.7% | -27.2% |
| 1Y | +33.6% | +87.4% | -53.8% | +6.0% |
| 3Y | +419.7% | +139.8% | +279.9% | +278.2% |
| 5Y | +241.7% | +220.7% | +21.0% | +124.8% |
| 10Y | +180.8% | +531.6% | -350.8% | +42.0% |
| All | +240.0% | +2,101.9% | -1,861.8% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling