+338.0%
ALNY vs SEI
+644.4%
-306.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | +0.1% |
| 7D | -6.5% | +22.6% | -29.1% | -8.1% |
| 30D | +11.0% | +9.1% | +1.9% | +10.0% |
| 3M | -14.1% | -11.3% | -2.7% | -13.8% |
| 6M | -22.4% | +22.0% | -44.4% | -25.0% |
| YTD | -37.5% | +47.3% | -84.7% | -41.1% |
| 1Y | -46.9% | +124.8% | -171.7% | -52.5% |
| 3Y | +22.1% | +591.3% | -569.2% | -11.7% |
| 5Y | +31.2% | +1,008.2% | -977.0% | -14.8% |
| All | +338.0% | +644.4% | -306.4% | +185.7% |
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