+22,068.6%
ISRG vs AEP
+1,059.0%
+21,009.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | -6.8% | +0.7% | -7.5% | -7.0% |
| 30D | +5.1% | +4.8% | +0.3% | +3.2% |
| 3M | +12.0% | +5.4% | +6.7% | +9.6% |
| 6M | +7.0% | +0.4% | +6.6% | +6.5% |
| YTD | -20.6% | +15.5% | -36.1% | -25.5% |
| 1Y | -21.4% | +8.5% | -30.0% | -24.5% |
| 3Y | +62.0% | +84.6% | -22.6% | +23.4% |
| 5Y | +28.1% | +86.9% | -58.8% | -3.3% |
| 10Y | +550.7% | +205.1% | +345.5% | +297.7% |
| All | +22,068.6% | +1,059.0% | +21,009.6% | +8,855.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling