+536.3%
ISRG vs AEIS
+358.4%
+177.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.3% | -9.6% | -1.4% |
| 7D | +5.4% | +1.0% | +4.5% | +4.0% |
| 30D | +8.6% | -24.0% | +32.7% | +15.4% |
| 3M | +21.6% | -32.5% | +54.1% | +32.0% |
| 6M | +2.3% | -38.6% | +40.9% | +10.3% |
| YTD | -18.7% | +4.8% | -23.5% | -29.4% |
| 1Y | -17.8% | +1.3% | -19.1% | -27.9% |
| 3Y | +69.1% | +159.2% | -90.1% | -1.3% |
| 5Y | +26.5% | +140.8% | -114.3% | -26.0% |
| 10Y | +536.3% | +349.8% | +186.5% | +168.1% |
| All | +536.3% | +358.4% | +177.8% | +168.1% |
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 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