+513.1%
AEP vs POET
-24.0%
+537.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | -0.9% |
| 7D | -1.0% | +3.7% | -4.7% | -1.0% |
| 30D | -0.1% | -11.5% | +11.4% | 0.0% |
| 3M | -3.2% | -30.8% | +27.6% | -3.0% |
| 6M | -5.3% | +8.6% | -13.9% | -6.2% |
| YTD | +9.5% | +20.1% | -10.5% | +8.3% |
| 1Y | +17.5% | +35.7% | -18.2% | +15.7% |
| 3Y | +77.0% | +116.5% | -39.6% | +70.3% |
| 5Y | +66.4% | -8.4% | +74.8% | +60.9% |
| 10Y | +175.1% | +24.6% | +150.5% | +159.1% |
| All | +513.1% | -24.0% | +537.1% | +451.3% |
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