+278.6%
ECHO vs AEIS
+1,622.0%
-1,343.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +3.0% |
| 7D | +5.7% | +11.5% | -5.8% | +2.4% |
| 30D | +13.8% | -15.8% | +29.6% | +18.9% |
| 3M | +9.1% | -33.3% | +42.4% | +20.8% |
| 6M | -24.9% | -35.2% | +10.2% | -17.9% |
| YTD | -8.0% | +5.0% | -13.0% | -13.9% |
| 1Y | +42.9% | +8.5% | +34.4% | +32.5% |
| 3Y | +926.7% | +152.9% | +773.8% | +632.0% |
| 5Y | +230.4% | +144.6% | +85.7% | +132.8% |
| 10Y | +145.9% | +337.1% | -191.3% | +36.2% |
| All | +278.6% | +1,622.0% | -1,343.3% | +16.8% |
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