+22,093.8%
ISRG vs AEE
+909.6%
+21,184.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +2.1% | +3.0% | -0.9% | +0.7% |
| 30D | +6.2% | +11.2% | -5.1% | +0.6% |
| 3M | +14.4% | +7.0% | +7.4% | +10.3% |
| 6M | 0.0% | +5.7% | -5.7% | -3.2% |
| YTD | -20.5% | +16.2% | -36.8% | -27.2% |
| 1Y | -21.9% | +12.0% | -33.9% | -27.1% |
| 3Y | +62.2% | +63.4% | -1.2% | +21.8% |
| 5Y | +25.2% | +56.0% | -30.9% | -4.6% |
| 10Y | +537.3% | +217.4% | +320.0% | +218.3% |
| All | +22,093.8% | +909.6% | +21,184.1% | +5,378.5% |
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 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