-10.5%
ISRG vs AEP
+10.7%
-21.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.5% | +9.9% | +9.4% |
| 7D | +8.5% | +0.8% | +7.7% | +8.5% |
| 30D | +18.6% | +7.9% | +10.7% | +18.5% |
| 3M | +30.9% | +1.5% | +29.4% | +31.1% |
| 6M | +6.6% | -2.6% | +9.2% | +6.6% |
| YTD | -14.9% | +14.7% | -29.5% | -15.1% |
| 1Y | -10.5% | +10.8% | -21.3% | -9.9% |
| All | -10.5% | +10.7% | -21.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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