+188.4%
ECHO vs AEM
+369.2%
-180.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.0% |
| 7D | +2.3% | -5.0% | +7.3% | +3.0% |
| 30D | +4.4% | +8.5% | -4.1% | +3.0% |
| 3M | -20.3% | +29.3% | -49.6% | -23.4% |
| 6M | -15.3% | -12.9% | -2.4% | -14.4% |
| YTD | -15.5% | +16.8% | -32.3% | -17.5% |
| 1Y | +15.0% | +29.8% | -14.9% | +10.5% |
| 3Y | +409.1% | +336.7% | +72.4% | +333.5% |
| 5Y | +260.6% | +299.9% | -39.3% | +205.9% |
| All | +188.4% | +369.2% | -180.8% | +145.7% |
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