-19.3%
ISRG vs AEIS
+93.3%
-112.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.3% | -0.8% |
| 7D | -1.6% | +3.0% | -4.5% | -1.5% |
| 30D | -2.3% | -14.6% | +12.4% | -2.5% |
| 3M | -12.4% | -12.4% | 0.0% | -13.2% |
| 6M | -26.8% | -15.0% | -11.9% | -27.7% |
| YTD | -35.3% | +34.3% | -69.5% | -38.8% |
| 1Y | -19.3% | +87.4% | -106.7% | -28.1% |
| All | -19.3% | +93.3% | -112.7% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling