-8.4%
POET vs AEIS
+219.6%
-228.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -0.9% | -2.6% |
| 7D | +3.7% | -0.2% | +3.9% | +4.0% |
| 30D | -11.5% | -16.4% | +4.9% | -1.7% |
| 3M | -30.8% | -11.1% | -19.6% | -25.2% |
| 6M | +8.6% | -12.0% | +20.6% | +17.1% |
| YTD | +20.1% | +30.9% | -10.8% | +3.9% |
| 1Y | +35.7% | +74.3% | -38.6% | +1.7% |
| 3Y | +116.5% | +165.2% | -48.7% | +33.9% |
| 5Y | -8.4% | +220.0% | -228.5% | -48.0% |
| All | -8.4% | +219.6% | -228.0% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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