+464.9%
AFL vs POET
-20.5%
+485.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.6% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -4.0% | -10.4% | +6.3% | -3.9% |
| 3M | -0.5% | -29.3% | +28.8% | 0.0% |
| 6M | +6.5% | +6.9% | -0.3% | +4.4% |
| YTD | +6.2% | +25.6% | -19.4% | +3.4% |
| 1Y | +8.3% | +49.2% | -40.9% | +4.4% |
| 3Y | +62.5% | +128.4% | -65.9% | +50.0% |
| 5Y | +136.2% | -4.2% | +140.4% | +120.4% |
| 10Y | +301.4% | +30.3% | +271.1% | +257.3% |
| All | +464.9% | -20.5% | +485.4% | +312.6% |
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