-20.8%
POET vs ACGL
+1,253.5%
-1,274.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.7% | +9.8% | +8.4% |
| 7D | +5.6% | -0.7% | +6.3% | +5.7% |
| 30D | -2.1% | -1.0% | -1.1% | -2.0% |
| 3M | -48.8% | +11.0% | -59.9% | -50.6% |
| 6M | +15.8% | -0.3% | +16.1% | +14.5% |
| YTD | +25.1% | +2.3% | +22.8% | +22.4% |
| 1Y | +50.6% | +6.4% | +44.2% | +45.8% |
| 3Y | +107.9% | +34.0% | +73.9% | +87.3% |
| 5Y | -11.0% | +161.6% | -172.7% | -35.1% |
| 10Y | +25.7% | +278.6% | -252.9% | -14.4% |
| All | -20.8% | +1,253.5% | -1,274.3% | -47.4% |
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