+144.9%
ECHO vs AEM
+412.5%
-267.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.7% | -6.8% | +12.5% | +6.8% |
| 30D | +13.8% | +0.8% | +13.0% | +13.4% |
| 3M | +9.1% | -0.8% | +9.9% | +8.7% |
| 6M | -24.9% | -8.5% | -16.4% | -24.5% |
| YTD | -8.0% | +5.9% | -13.9% | -9.2% |
| 1Y | +42.9% | +6.6% | +36.3% | +40.7% |
| 3Y | +926.7% | +302.2% | +624.5% | +771.0% |
| 5Y | +230.4% | +250.8% | -20.4% | +180.0% |
| All | +144.9% | +412.5% | -267.6% | +106.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling