+65.4%
AA vs SEI
+507.3%
-441.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.6% | -3.2% |
| 7D | -0.7% | +10.2% | -10.9% | -3.9% |
| 30D | +5.0% | -1.0% | +6.0% | +4.7% |
| 3M | -35.8% | -27.9% | -7.9% | -30.5% |
| 6M | -18.4% | +10.4% | -28.8% | -24.7% |
| YTD | -5.5% | +20.1% | -25.6% | -16.1% |
| 1Y | +61.0% | +109.7% | -48.8% | +15.0% |
| 3Y | +66.2% | +458.6% | -392.4% | -35.1% |
| 5Y | +11.4% | +775.3% | -763.9% | -67.6% |
| All | +65.4% | +507.3% | -441.9% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling