-35.9%
AAL vs SEI
+1,021.5%
-1,057.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -0.7% |
| 7D | -1.3% | +28.2% | -29.5% | -5.4% |
| 30D | -13.7% | +15.5% | -29.2% | -16.2% |
| 3M | -8.2% | -1.4% | -6.8% | -9.4% |
| 6M | +13.1% | +37.4% | -24.3% | +4.7% |
| YTD | -15.6% | +47.8% | -63.4% | -23.6% |
| 1Y | +1.4% | +174.3% | -172.9% | -18.8% |
| 3Y | -7.4% | +598.5% | -605.9% | -43.9% |
| 5Y | -35.9% | +1,026.2% | -1,062.2% | -69.1% |
| All | -35.9% | +1,021.5% | -1,057.5% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling