-19.3%
ISRG vs AEP
+16.1%
-35.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -1.6% | +1.8% | -3.4% | -1.6% |
| 30D | -2.3% | -0.8% | -1.5% | -2.2% |
| 3M | -12.4% | -1.8% | -10.6% | -12.2% |
| 6M | -26.8% | -5.4% | -21.5% | -26.8% |
| YTD | -35.3% | +10.4% | -45.7% | -34.2% |
| 1Y | -19.3% | +18.2% | -37.5% | -19.1% |
| All | -19.3% | +16.1% | -35.4% | -19.1% |
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