-29.3%
AFRM vs SEI
+727.1%
-756.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.8% | -11.3% | -7.0% |
| 7D | -8.0% | +28.2% | -36.3% | -14.6% |
| 30D | -9.8% | +15.5% | -25.3% | -14.3% |
| 3M | +4.7% | -1.4% | +6.0% | +2.0% |
| 6M | +34.1% | +37.4% | -3.3% | +16.1% |
| YTD | -8.4% | +47.8% | -56.3% | -24.0% |
| 1Y | -22.9% | +174.3% | -197.2% | -49.2% |
| 3Y | +203.3% | +598.5% | -395.2% | +27.1% |
| 5Y | -26.0% | +1,026.2% | -1,052.2% | -71.1% |
| All | -29.3% | +727.1% | -756.4% | -77.4% |
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