+22,229.9%
ISRG vs AEIS
+285.7%
+21,944.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.1% | -9.5% | -4.8% |
| 7D | +4.8% | -11.3% | +16.1% | +6.9% |
| 30D | +9.2% | -32.6% | +41.8% | +18.0% |
| 3M | +21.2% | -39.2% | +60.3% | +32.7% |
| 6M | +0.2% | -45.4% | +45.6% | +9.6% |
| YTD | -20.1% | -5.8% | -14.2% | -24.8% |
| 1Y | -17.3% | -10.0% | -7.3% | -21.5% |
| 3Y | +63.3% | +121.2% | -57.8% | +20.4% |
| 5Y | +24.1% | +110.6% | -86.6% | -8.3% |
| 10Y | +507.0% | +326.6% | +180.3% | +257.2% |
| All | +22,229.9% | +285.7% | +21,944.1% | +8,733.3% |
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