-17.7%
AFRM vs SEI
+924.7%
-942.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +16.3% | -16.7% | -5.0% |
| 7D | +3.1% | +28.8% | -25.8% | -4.6% |
| 30D | -4.2% | +10.4% | -14.6% | -7.9% |
| 3M | +10.1% | -11.4% | +21.5% | +10.7% |
| 6M | +39.4% | +31.2% | +8.2% | +21.6% |
| YTD | -3.2% | +39.7% | -42.9% | -18.9% |
| 1Y | -16.1% | +149.0% | -165.0% | -44.2% |
| 3Y | +220.8% | +560.2% | -339.4% | +27.5% |
| 5Y | -17.7% | +955.7% | -973.3% | -65.9% |
| All | -17.7% | +924.7% | -942.3% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling