+5.2%
AFL vs SEI
+42.0%
-36.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -0.1% |
| 7D | -2.1% | +28.2% | -30.4% | -0.8% |
| 30D | -5.4% | +15.5% | -20.9% | -4.5% |
| 3M | -0.3% | -1.4% | +1.1% | -0.1% |
| 6M | +5.2% | +37.4% | -32.2% | +4.1% |
| All | +5.2% | +42.0% | -36.7% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling