+290.6%
AFL vs SEI
+606.2%
-315.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +16.3% | -18.0% | -3.5% |
| 7D | -0.7% | +28.8% | -29.6% | -3.7% |
| 30D | -7.1% | +10.4% | -17.5% | -8.4% |
| 3M | +0.4% | -11.4% | +11.9% | +0.5% |
| 6M | +4.5% | +31.2% | -26.6% | -1.2% |
| YTD | +6.1% | +39.7% | -33.7% | -1.5% |
| 1Y | +10.6% | +149.0% | -138.4% | -6.9% |
| 3Y | +64.0% | +560.2% | -496.2% | +3.6% |
| 5Y | +133.7% | +955.7% | -821.9% | +24.2% |
| All | +290.6% | +606.2% | -315.6% | +98.8% |
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