-32.4%
AFRM vs SEI
+681.4%
-713.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -4.4% | +10.5% | -14.9% | -6.9% |
| 30D | -7.7% | -8.0% | +0.4% | -7.7% |
| 3M | -16.9% | +6.7% | -23.6% | -21.6% |
| 6M | +2.5% | -17.0% | +19.5% | +1.4% |
| YTD | -12.5% | +39.7% | -52.2% | -28.4% |
| 1Y | -11.0% | +43.2% | -54.2% | -28.2% |
| 3Y | +184.6% | +676.3% | -491.8% | +11.6% |
| 5Y | -56.3% | +891.0% | -947.3% | -82.9% |
| All | -32.4% | +681.4% | -713.9% | -78.7% |
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