+128.4%
POET vs JAAA
+19.0%
+109.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.1% |
| 7D | +0.4% | +0.1% | +0.3% | -0.1% |
| 30D | -10.4% | +0.5% | -10.9% | -13.2% |
| 3M | -29.3% | +1.3% | -30.6% | -34.7% |
| 6M | +6.9% | +2.8% | +4.1% | -10.3% |
| YTD | +25.6% | +3.3% | +22.3% | +3.6% |
| 1Y | +49.2% | +4.9% | +44.2% | +14.3% |
| 3Y | +128.4% | +19.0% | +109.5% | +28.9% |
| All | +128.4% | +19.0% | +109.5% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 3y: compounded portfolio wealth divided by compounded JAAA 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…
3y analysis · Full analysis span regression · 6 months rolling