+59.9%
AA vs SEI
+608.3%
-548.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.2% | +0.4% | -3.2% |
| 7D | -5.4% | +20.7% | -26.0% | -11.2% |
| 30D | -10.7% | +9.1% | -19.8% | -14.0% |
| 3M | -26.2% | -6.0% | -20.2% | -26.9% |
| 6M | -20.9% | +18.9% | -39.9% | -28.8% |
| YTD | -8.6% | +40.1% | -48.8% | -23.0% |
| 1Y | +57.4% | +120.6% | -63.2% | +11.3% |
| 3Y | +77.8% | +562.1% | -484.3% | -34.6% |
| 5Y | +2.7% | +954.5% | -951.8% | -72.0% |
| All | +59.9% | +608.3% | -548.4% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling