-31.8%
AA vs POET
-20.0%
-11.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.8% | -1.8% |
| 7D | -0.6% | +9.7% | -10.4% | -1.1% |
| 30D | -1.6% | -6.5% | +5.0% | -1.3% |
| 3M | -29.8% | -25.7% | -4.1% | -29.1% |
| 6M | -16.6% | +19.6% | -36.2% | -20.5% |
| YTD | -4.0% | +26.4% | -30.4% | -9.0% |
| 1Y | +63.5% | +50.1% | +13.4% | +52.6% |
| 3Y | +86.8% | +127.9% | -41.2% | +62.0% |
| 5Y | +12.4% | -5.9% | +18.3% | -0.7% |
| 10Y | +132.3% | +31.1% | +101.2% | +92.5% |
| All | -31.8% | -20.0% | -11.8% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling