-44.1%
POET vs ACGL
+1,406.2%
-1,450.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.2% | +10.3% |
| 7D | +14.5% | -1.4% | +15.9% | +14.7% |
| 30D | -12.8% | +12.4% | -25.2% | -15.2% |
| 3M | -34.9% | +11.1% | -46.0% | -36.7% |
| 6M | -59.8% | +16.3% | -76.1% | -61.7% |
| YTD | -11.7% | +13.8% | -25.5% | -15.9% |
| 1Y | +5.7% | +20.4% | -14.7% | -0.9% |
| 3Y | +323.5% | +33.6% | +289.9% | +280.2% |
| 5Y | -31.0% | +176.8% | -207.8% | -50.3% |
| 10Y | +143.0% | +324.6% | -181.5% | +61.0% |
| All | -44.1% | +1,406.2% | -1,450.3% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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