+69.1%
ISRG vs AEP
+82.1%
-13.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.7% |
| 7D | +5.4% | -1.5% | +7.0% | +5.4% |
| 30D | +8.6% | +4.5% | +4.1% | +8.7% |
| 3M | +21.6% | +2.8% | +18.7% | +21.6% |
| 6M | +2.3% | -0.7% | +3.0% | +2.4% |
| YTD | -18.7% | +13.8% | -32.5% | -18.3% |
| 1Y | -17.8% | +9.0% | -26.7% | -17.4% |
| 3Y | +69.1% | +83.0% | -13.9% | +68.4% |
| All | +69.1% | +82.1% | -13.1% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling