-16.9%
POET vs AEIS
+1,889.6%
-1,906.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +4.2% |
| 7D | +17.0% | +8.1% | +8.9% | +14.7% |
| 30D | -6.7% | -11.1% | +4.4% | -3.7% |
| 3M | -32.3% | -5.6% | -26.7% | -30.6% |
| 6M | +32.3% | -0.6% | +33.0% | +34.5% |
| YTD | +31.3% | +38.0% | -6.8% | +23.4% |
| 1Y | +55.3% | +87.2% | -31.9% | +36.9% |
| 3Y | +136.8% | +179.7% | -42.9% | +92.6% |
| 5Y | -2.2% | +241.7% | -244.0% | -24.3% |
| 10Y | +34.0% | +547.2% | -513.2% | -8.3% |
| All | -16.9% | +1,889.6% | -1,906.5% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling