+384.7%
AGI vs POET
-6.5%
+391.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.4% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +7.2% | -10.4% | +17.6% | +7.8% |
| 3M | +4.3% | -29.3% | +33.6% | +5.7% |
| 6M | -27.1% | +6.9% | -33.9% | -29.8% |
| YTD | -6.6% | +25.6% | -32.2% | -11.3% |
| 1Y | +9.5% | +49.2% | -39.6% | +2.1% |
| 3Y | +208.4% | +128.4% | +80.0% | +170.5% |
| All | +384.7% | -6.5% | +391.2% | +339.1% |
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