+67.2%
AEP vs SEI
+999.8%
-932.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -0.2% |
| 7D | -0.9% | +22.6% | -23.5% | -1.2% |
| 30D | -1.1% | +9.1% | -10.2% | -1.2% |
| 3M | -3.3% | -11.3% | +8.1% | -3.3% |
| 6M | -4.6% | +22.0% | -26.7% | -5.1% |
| YTD | +9.4% | +47.3% | -37.9% | +8.5% |
| 1Y | +16.9% | +124.8% | -107.8% | +15.2% |
| 3Y | +76.6% | +591.3% | -514.6% | +60.4% |
| All | +67.2% | +999.8% | -932.7% | +49.2% |
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