+3.2%
AA vs POET
-6.5%
+9.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.5% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -5.8% | -10.4% | +4.6% | -4.9% |
| 3M | -29.9% | -29.3% | -0.6% | -28.3% |
| 6M | -27.0% | +6.9% | -33.9% | -33.2% |
| YTD | -8.7% | +25.6% | -34.3% | -18.3% |
| 1Y | +50.6% | +49.2% | +1.5% | +30.6% |
| 3Y | +74.1% | +128.4% | -54.4% | +34.2% |
| All | +3.2% | -6.5% | +9.7% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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