+8.4%
EIX vs COO
-25.3%
+33.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.0% |
| 7D | +1.0% | +4.7% | -3.7% | -0.2% |
| 30D | +9.1% | +13.9% | -4.8% | +5.6% |
| 3M | -10.2% | -14.9% | +4.7% | -6.8% |
| 6M | -11.2% | +2.0% | -13.3% | -12.4% |
| YTD | +4.5% | -23.9% | +28.4% | +11.3% |
| 1Y | +10.9% | -9.6% | +20.5% | +12.7% |
| 3Y | +8.4% | -25.4% | +33.8% | +7.9% |
| All | +8.4% | -25.3% | +33.8% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling