+19.3%
ACI vs POET
+100.0%
-80.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -2.4% |
| 7D | -5.0% | +9.7% | -14.8% | -5.1% |
| 30D | -2.3% | -6.5% | +4.2% | -2.3% |
| 3M | -23.2% | -25.7% | +2.5% | -23.1% |
| 6M | -29.5% | +19.6% | -49.1% | -30.1% |
| YTD | -28.6% | +26.4% | -55.0% | -29.4% |
| 1Y | -34.0% | +50.1% | -84.1% | -35.0% |
| 3Y | -45.0% | +127.9% | -172.9% | -46.4% |
| 5Y | -44.0% | -5.9% | -38.1% | -45.8% |
| All | +19.3% | +100.0% | -80.7% | +13.8% |
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 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