+22.6%
POET vs ACM
+131.7%
-109.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.8% | -3.2% | -4.2% |
| 7D | +3.7% | -5.9% | +9.6% | +6.5% |
| 30D | -11.5% | -6.2% | -5.3% | -9.8% |
| 3M | -30.8% | -7.9% | -22.9% | -29.4% |
| 6M | +8.6% | -30.6% | +39.2% | +24.2% |
| YTD | +20.1% | -33.3% | +53.3% | +38.7% |
| 1Y | +35.7% | -49.2% | +84.9% | +78.9% |
| 3Y | +116.5% | -23.5% | +140.0% | +135.8% |
| 5Y | -8.4% | +0.9% | -9.4% | -13.7% |
| All | +22.6% | +131.7% | -109.1% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling