+19.6%
POET vs JAAA
+2.9%
+16.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -4.0% |
| 7D | +9.7% | +0.1% | +9.6% | +8.4% |
| 30D | -6.5% | +0.5% | -7.0% | -11.4% |
| 3M | -25.7% | +1.2% | -27.0% | -38.9% |
| 6M | +19.6% | +2.7% | +16.9% | -39.4% |
| All | +19.6% | +2.9% | +16.6% | -39.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling