-3.0%
ISRG vs AEE
+43.4%
-46.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.8% |
| 7D | -5.2% | +1.3% | -6.5% | -5.6% |
| 30D | -7.6% | -1.2% | -6.3% | -7.2% |
| 3M | -16.4% | +1.0% | -17.4% | -16.7% |
| 6M | -28.6% | -2.3% | -26.3% | -28.2% |
| YTD | -38.2% | +9.1% | -47.3% | -40.6% |
| 1Y | -25.5% | +10.6% | -36.1% | -28.9% |
| 3Y | +17.4% | +48.5% | -31.1% | -2.0% |
| 5Y | -3.0% | +39.9% | -42.8% | -16.5% |
| All | -3.0% | +43.4% | -46.4% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling