-79.4%
AIG vs POET
-20.5%
-58.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | +0.3% |
| 7D | -1.2% | +0.4% | -1.5% | -1.2% |
| 30D | -1.1% | -10.4% | +9.3% | -0.8% |
| 3M | +0.7% | -29.3% | +30.0% | +1.3% |
| 6M | -2.2% | +6.9% | -9.0% | -4.8% |
| YTD | -10.8% | +25.6% | -36.4% | -13.9% |
| 1Y | -2.0% | +49.2% | -51.2% | -6.6% |
| 3Y | +34.8% | +128.4% | -93.6% | +21.4% |
| 5Y | +55.0% | -4.2% | +59.3% | +41.6% |
| 10Y | +65.1% | +30.3% | +34.7% | +41.5% |
| All | -79.4% | -20.5% | -58.9% | -84.9% |
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 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