+23.9%
ISRG vs AEIS
+109.5%
-85.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.1% | -9.5% | -4.6% |
| 7D | +4.8% | -11.3% | +16.1% | +6.7% |
| 30D | +9.2% | -32.6% | +41.8% | +17.9% |
| 3M | +21.2% | -39.2% | +60.3% | +32.7% |
| 6M | +0.2% | -45.4% | +45.6% | +9.8% |
| YTD | -20.1% | -5.8% | -14.2% | -30.2% |
| 1Y | -17.3% | -10.0% | -7.3% | -26.8% |
| 3Y | +63.3% | +121.2% | -57.8% | -9.1% |
| All | +23.9% | +109.5% | -85.6% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling