+374.7%
ISRG vs AEE
+191.3%
+183.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.3% | +2.6% |
| 7D | -2.5% | -0.7% | -1.9% | -2.3% |
| 30D | -10.2% | -2.0% | -8.2% | -9.4% |
| 3M | -12.5% | -2.8% | -9.7% | -11.6% |
| 6M | -25.8% | -3.6% | -22.2% | -25.0% |
| YTD | -36.4% | +7.3% | -43.7% | -38.9% |
| 1Y | -19.9% | +8.7% | -28.6% | -23.7% |
| 3Y | +20.9% | +46.0% | -25.1% | -1.9% |
| 5Y | +5.7% | +39.8% | -34.1% | -12.8% |
| All | +374.7% | +191.3% | +183.4% | +200.9% |
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