-66.0%
AAL vs ISRG
+358.2%
-424.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | +0.8% |
| 7D | -0.3% | -5.2% | +4.9% | +2.5% |
| 30D | -19.0% | -7.6% | -11.4% | -15.8% |
| 3M | -5.1% | -16.4% | +11.3% | +3.4% |
| 6M | +15.5% | -28.6% | +44.0% | +36.7% |
| YTD | -15.8% | -38.2% | +22.4% | +7.8% |
| 1Y | -0.3% | -25.5% | +25.2% | +13.9% |
| 3Y | -7.7% | +17.4% | -25.1% | -19.7% |
| 5Y | -32.5% | -3.0% | -29.6% | -37.7% |
| 10Y | -66.0% | +356.0% | -421.9% | -84.6% |
| All | -66.0% | +358.2% | -424.2% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 10y: compounded portfolio wealth divided by compounded ISRG 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…
10y analysis · Full analysis span regression · 6 months rolling