+370.1%
ISRG vs AEM
+349.9%
+20.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -5.0% | +3.0% | -8.0% | -5.4% |
| 30D | -10.2% | +12.5% | -22.7% | -11.9% |
| 3M | -17.2% | +26.9% | -44.1% | -20.4% |
| 6M | -28.4% | -9.4% | -19.0% | -27.9% |
| YTD | -37.6% | +20.3% | -57.9% | -40.0% |
| 1Y | -24.4% | +33.8% | -58.2% | -28.8% |
| 3Y | +18.4% | +349.8% | -331.4% | -8.3% |
| 5Y | -1.0% | +301.0% | -302.0% | -23.3% |
| 10Y | +370.1% | +376.1% | -5.9% | +251.6% |
| All | +370.1% | +349.9% | +20.2% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling