-19.1%
AJG vs POET
+40.7%
-59.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -1.1% |
| 7D | -8.3% | +0.4% | -8.7% | -8.2% |
| 30D | -5.7% | -10.4% | +4.7% | -5.9% |
| 3M | +9.1% | -29.3% | +38.4% | +8.9% |
| 6M | +15.2% | +6.9% | +8.4% | +15.4% |
| YTD | -6.3% | +25.6% | -31.9% | -6.3% |
| 1Y | -19.1% | +49.2% | -68.3% | -18.5% |
| All | -19.1% | +40.7% | -59.8% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling