+154.5%
AEP vs SEI
+606.2%
-451.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +16.3% | -15.6% | +0.2% |
| 7D | +2.0% | +28.8% | -26.8% | +1.2% |
| 30D | +0.5% | +10.4% | -9.8% | +0.1% |
| 3M | -0.3% | -11.4% | +11.1% | -0.3% |
| 6M | -3.5% | +31.2% | -34.7% | -4.9% |
| YTD | +11.3% | +39.7% | -28.5% | +9.2% |
| 1Y | +20.2% | +149.0% | -128.7% | +15.3% |
| 3Y | +79.8% | +560.2% | -480.4% | +57.7% |
| 5Y | +65.6% | +955.7% | -890.1% | +38.7% |
| All | +154.5% | +606.2% | -451.7% | +101.8% |
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