-1.0%
ISRG vs AEP
+64.9%
-65.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -5.0% | +0.9% | -5.9% | -5.2% |
| 30D | -10.2% | +1.5% | -11.7% | -10.6% |
| 3M | -17.2% | -1.7% | -15.5% | -16.9% |
| 6M | -28.4% | -4.0% | -24.4% | -27.8% |
| YTD | -37.6% | +10.6% | -48.2% | -39.7% |
| 1Y | -24.4% | +18.6% | -43.1% | -28.7% |
| 3Y | +18.4% | +78.7% | -60.2% | -7.8% |
| 5Y | -1.0% | +65.1% | -66.0% | -18.5% |
| All | -1.0% | +64.9% | -65.9% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling