-20.1%
ISRG vs AEIS
-2.1%
-18.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.3% | -9.6% | +2.4% |
| 7D | +5.4% | +1.0% | +4.5% | +5.4% |
| 30D | +8.6% | -24.0% | +32.7% | +7.2% |
| 3M | +21.6% | -32.5% | +54.1% | +19.6% |
| 6M | +2.3% | -38.6% | +40.9% | +0.9% |
| YTD | -18.7% | +4.8% | -23.5% | -25.2% |
| All | -20.1% | -2.1% | -18.0% | -25.8% |
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