+251.0%
ECHO vs AEM
+296.4%
-45.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +5.3% | +3.0% | +2.3% | +4.6% |
| 30D | +2.4% | +12.5% | -10.1% | -0.9% |
| 3M | -21.8% | +26.9% | -48.7% | -26.8% |
| 6M | -16.9% | -9.4% | -7.5% | -16.0% |
| YTD | -16.0% | +20.3% | -36.3% | -20.3% |
| 1Y | +9.3% | +33.8% | -24.5% | +0.4% |
| 3Y | +406.2% | +349.8% | +56.4% | +256.2% |
| 5Y | +251.0% | +301.0% | -50.1% | +149.6% |
| All | +251.0% | +296.4% | -45.4% | +149.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling