+9.9%
EIX vs COO
-10.8%
+20.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +1.0% | +4.5% | -3.5% | 0.0% |
| 30D | +8.9% | +16.9% | -8.1% | +5.4% |
| 3M | -9.8% | -16.7% | +6.9% | -5.8% |
| 6M | -10.2% | +5.9% | -16.2% | -12.0% |
| YTD | +5.9% | -22.4% | +28.4% | +12.6% |
| All | +9.9% | -10.8% | +20.7% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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