+17.9%
EIX vs COO
-41.6%
+59.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.0% |
| 7D | +1.0% | +4.7% | -3.7% | -0.3% |
| 30D | +9.1% | +13.9% | -4.8% | +5.1% |
| 3M | -10.2% | -14.9% | +4.7% | -6.4% |
| 6M | -11.2% | +2.0% | -13.3% | -12.6% |
| YTD | +4.5% | -23.9% | +28.4% | +12.1% |
| 1Y | +10.9% | -9.6% | +20.5% | +12.8% |
| 3Y | +8.4% | -25.4% | +33.8% | +13.5% |
| All | +17.9% | -41.6% | +59.5% | +24.4% |
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