+67.2%
AEP vs POET
-6.5%
+73.6%
-29.6%
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% | -0.1% |
| 7D | -0.9% | +0.4% | -1.3% | -0.9% |
| 30D | -1.1% | -10.4% | +9.3% | -1.0% |
| 3M | -3.3% | -29.3% | +26.1% | -3.2% |
| 6M | -4.6% | +6.9% | -11.5% | -5.0% |
| YTD | +9.4% | +25.6% | -16.2% | +8.9% |
| 1Y | +16.9% | +49.2% | -32.2% | +16.1% |
| 3Y | +76.6% | +128.4% | -51.8% | +72.0% |
| All | +67.2% | -6.5% | +73.6% | +61.9% |
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