+33.6%
ECHO vs AEM
+40.5%
-6.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | +2.4% | +24.0% | -21.7% | -4.5% |
| 3M | -28.0% | +16.1% | -44.0% | -31.6% |
| 6M | -21.2% | -11.6% | -9.6% | -21.1% |
| YTD | -17.4% | +21.5% | -38.9% | -19.6% |
| 1Y | +33.6% | +39.2% | -5.6% | +14.5% |
| All | +33.6% | +40.5% | -6.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling