+398.8%
AEM vs SEI
+647.2%
-248.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | -0.1% |
| 7D | +3.0% | +28.2% | -25.2% | +0.9% |
| 30D | +12.5% | +15.5% | -3.0% | +10.9% |
| 3M | +26.9% | -1.4% | +28.3% | +26.2% |
| 6M | -9.4% | +37.4% | -46.9% | -12.5% |
| YTD | +20.3% | +47.8% | -27.6% | +15.3% |
| 1Y | +33.8% | +174.3% | -140.5% | +22.7% |
| 3Y | +349.8% | +598.5% | -248.7% | +265.5% |
| 5Y | +301.0% | +1,026.2% | -725.2% | +211.3% |
| All | +398.8% | +647.2% | -248.3% | +260.4% |
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