+17,983.8%
ISRG vs AEIS
+450.0%
+17,533.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.3% | -1.4% |
| 7D | -1.6% | +3.0% | -4.5% | -2.3% |
| 30D | -2.3% | -14.6% | +12.4% | +0.9% |
| 3M | -12.4% | -12.4% | 0.0% | -12.3% |
| 6M | -26.8% | -15.0% | -11.9% | -27.1% |
| YTD | -35.3% | +34.3% | -69.5% | -42.8% |
| 1Y | -19.3% | +87.4% | -106.7% | -34.9% |
| 3Y | +18.1% | +139.8% | -121.6% | -12.7% |
| 5Y | +2.6% | +220.7% | -218.1% | -29.9% |
| 10Y | +379.4% | +531.6% | -152.2% | +162.7% |
| All | +17,983.8% | +450.0% | +17,533.8% | +6,619.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling