-31.6%
AFRM vs SEI
+657.7%
-689.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.8% |
| 7D | -8.4% | -10.8% | +2.4% | -6.7% |
| 30D | -18.3% | -19.0% | +0.7% | -15.5% |
| 3M | -12.7% | +5.8% | -18.5% | -17.6% |
| 6M | +3.0% | -14.9% | +17.9% | +1.1% |
| YTD | -11.4% | +35.4% | -46.8% | -26.9% |
| 1Y | -13.3% | +23.9% | -37.2% | -27.1% |
| 3Y | +194.0% | +661.3% | -467.3% | +15.7% |
| 5Y | -50.6% | +822.2% | -872.8% | -80.4% |
| All | -31.6% | +657.7% | -689.2% | -78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling