-21.6%
ISRG vs AEIS
+4.7%
-26.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +0.6% |
| 7D | -2.0% | +11.5% | -13.5% | -1.3% |
| 30D | +5.6% | -15.8% | +21.3% | +4.7% |
| 3M | +10.5% | -33.3% | +43.9% | +8.6% |
| 6M | +2.6% | -35.2% | +37.8% | +0.7% |
| YTD | -21.7% | +5.0% | -26.7% | -27.8% |
| 1Y | -21.6% | +8.5% | -30.0% | -28.5% |
| All | -21.6% | +4.7% | -26.2% | -28.5% |
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