+84.0%
AJG vs POET
-9.4%
+93.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.5% | +11.9% | +5.4% |
| 7D | -3.3% | -6.2% | +2.9% | -3.3% |
| 30D | +1.1% | -22.4% | +23.5% | +1.1% |
| 3M | +16.1% | -40.7% | +56.8% | +16.4% |
| 6M | +22.6% | +8.8% | +13.8% | +21.4% |
| YTD | -1.2% | +17.4% | -18.6% | -2.4% |
| 1Y | -13.8% | +41.8% | -55.6% | -15.3% |
| 3Y | +12.6% | +114.1% | -101.5% | +10.4% |
| 5Y | +84.0% | -8.3% | +92.2% | +80.6% |
| All | +84.0% | -9.4% | +93.3% | +80.6% |
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 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