-10.5%
ISRG vs AEIS
+6.2%
-16.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -11.1% | +20.5% | +8.7% |
| 7D | +8.5% | -12.7% | +21.2% | +7.7% |
| 30D | +18.6% | -28.8% | +47.4% | +16.9% |
| 3M | +30.9% | -38.0% | +68.9% | +28.8% |
| 6M | +6.6% | -45.3% | +51.9% | +5.9% |
| YTD | -14.9% | +1.1% | -16.0% | -21.4% |
| 1Y | -10.5% | +8.6% | -19.2% | -18.6% |
| All | -10.5% | +6.2% | -16.8% | -18.6% |
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