+86.0%
POET vs JAAA
+29.3%
+56.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.8% |
| 7D | +9.7% | +0.1% | +9.6% | +9.4% |
| 30D | -6.5% | +0.5% | -7.0% | -8.0% |
| 3M | -25.7% | +1.2% | -27.0% | -28.9% |
| 6M | +19.6% | +2.7% | +16.9% | +9.0% |
| YTD | +26.4% | +3.2% | +23.2% | +13.9% |
| 1Y | +50.1% | +4.8% | +45.3% | +29.5% |
| 3Y | +127.9% | +19.0% | +108.9% | +48.0% |
| 5Y | -5.9% | +26.8% | -32.7% | -46.2% |
| All | +86.0% | +29.3% | +56.8% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling