+356.0%
ISRG vs AEIS
+546.3%
-190.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -5.3% |
| 7D | -5.2% | +8.1% | -13.3% | -7.4% |
| 30D | -7.6% | -11.1% | +3.6% | -4.9% |
| 3M | -16.4% | -5.6% | -10.7% | -18.3% |
| 6M | -28.6% | -0.6% | -27.9% | -33.0% |
| YTD | -38.2% | +38.0% | -76.2% | -49.1% |
| 1Y | -25.5% | +87.2% | -112.7% | -45.9% |
| 3Y | +17.4% | +179.7% | -162.3% | -30.0% |
| 5Y | -3.0% | +241.7% | -244.7% | -47.6% |
| 10Y | +356.0% | +547.2% | -191.2% | +74.3% |
| All | +356.0% | +546.3% | -190.4% | +74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling