-1.9%
POET vs JAAA
+26.5%
-28.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.1% |
| 30D | -10.4% | +0.5% | -10.9% | -12.1% |
| 3M | -29.3% | +1.3% | -30.6% | -32.5% |
| 6M | +6.9% | +2.8% | +4.1% | -3.4% |
| YTD | +25.6% | +3.3% | +22.3% | +12.2% |
| 1Y | +49.2% | +4.9% | +44.2% | +27.0% |
| 3Y | +128.4% | +19.0% | +109.5% | +44.2% |
| All | -1.9% | +26.5% | -28.4% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling