-5.9%
POET vs ALC
-17.4%
+11.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.4% |
| 7D | +9.7% | -5.3% | +15.0% | +11.6% |
| 30D | -6.5% | -7.1% | +0.5% | -4.5% |
| 3M | -25.7% | +0.8% | -26.5% | -26.7% |
| 6M | +19.6% | -16.0% | +35.6% | +26.0% |
| YTD | +26.4% | -12.7% | +39.1% | +30.3% |
| 1Y | +50.1% | -12.8% | +62.9% | +54.2% |
| 3Y | +127.9% | -15.8% | +143.8% | +137.7% |
| 5Y | -5.9% | -16.7% | +10.8% | -4.3% |
| All | -5.9% | -17.4% | +11.6% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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