+17,983.8%
ISRG vs AEE
+838.9%
+17,144.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -1.6% | +0.3% | -1.9% | -1.8% |
| 30D | -2.3% | -2.3% | 0.0% | -1.2% |
| 3M | -12.4% | +0.2% | -12.7% | -12.7% |
| 6M | -26.8% | -4.7% | -22.1% | -25.4% |
| YTD | -35.3% | +8.1% | -43.4% | -38.4% |
| 1Y | -19.3% | +8.5% | -27.9% | -23.5% |
| 3Y | +18.1% | +48.9% | -30.8% | -7.2% |
| 5Y | +2.6% | +39.9% | -37.3% | -17.2% |
| 10Y | +379.4% | +186.5% | +192.9% | +152.6% |
| All | +17,983.8% | +838.9% | +17,144.9% | +4,537.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling