+550.7%
ISRG vs AEE
+216.2%
+334.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -6.8% | +0.2% | -6.9% | -6.8% |
| 30D | +5.1% | +9.7% | -4.6% | +0.9% |
| 3M | +12.0% | +5.8% | +6.2% | +9.1% |
| 6M | +7.0% | +4.5% | +2.6% | +4.6% |
| YTD | -20.6% | +15.8% | -36.5% | -26.4% |
| 1Y | -21.4% | +10.8% | -32.2% | -25.6% |
| 3Y | +62.0% | +62.8% | -0.8% | +25.5% |
| 5Y | +28.1% | +56.1% | -27.9% | +0.7% |
| 10Y | +550.7% | +216.4% | +334.3% | +329.7% |
| All | +550.7% | +216.2% | +334.4% | +329.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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