+18.6%
EIX vs COO
-40.4%
+59.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +1.4% | +0.5% | +0.9% | +1.2% |
| 30D | +8.5% | +14.2% | -5.6% | +4.5% |
| 3M | -13.5% | -18.2% | +4.8% | -8.7% |
| 6M | -12.4% | +5.3% | -17.7% | -14.5% |
| YTD | +5.9% | -23.6% | +29.5% | +13.5% |
| 1Y | +7.6% | -12.7% | +20.3% | +10.6% |
| 3Y | +12.8% | -24.2% | +37.0% | +17.5% |
| All | +18.6% | -40.4% | +59.0% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling