-70.5%
AAL vs SEI
+507.3%
-577.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.2% | +0.4% |
| 7D | -3.7% | +10.2% | -14.0% | -6.1% |
| 30D | -20.8% | -1.0% | -19.8% | -21.0% |
| 3M | -1.3% | -27.9% | +26.6% | +4.7% |
| 6M | +5.4% | +10.4% | -5.0% | -1.1% |
| YTD | -14.4% | +20.1% | -34.5% | -22.8% |
| 1Y | +2.1% | +109.7% | -107.6% | -23.1% |
| 3Y | -10.6% | +458.6% | -469.2% | -58.6% |
| 5Y | -32.2% | +775.3% | -807.5% | -76.5% |
| All | -70.5% | +507.3% | -577.8% | -90.0% |
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