-24.9%
AFRM vs SEI
+572.2%
-597.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.1% | -3.6% |
| 7D | -7.0% | +10.2% | -17.2% | -9.4% |
| 30D | -7.8% | -1.0% | -6.8% | -8.2% |
| 3M | +5.3% | -27.9% | +33.2% | +12.6% |
| 6M | +42.6% | +10.4% | +32.3% | +31.9% |
| YTD | -2.8% | +20.1% | -22.9% | -14.1% |
| 1Y | -19.3% | +109.7% | -129.0% | -42.3% |
| 3Y | +231.0% | +458.6% | -227.7% | +48.4% |
| 5Y | -22.2% | +775.3% | -797.5% | -67.5% |
| All | -24.9% | +572.2% | -597.1% | -74.4% |
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 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