+333.4%
AME vs SEI
+605.9%
-272.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +5.9% | +10.5% | -4.6% | +4.4% |
| 30D | -1.9% | -8.0% | +6.1% | -1.4% |
| 3M | -5.4% | +6.7% | -12.1% | -7.5% |
| 6M | +4.9% | -17.0% | +22.0% | +5.1% |
| YTD | +18.5% | +39.7% | -21.2% | +9.0% |
| 1Y | +25.5% | +43.2% | -17.7% | +14.6% |
| 3Y | +63.0% | +676.3% | -613.3% | +3.0% |
| 5Y | +78.3% | +891.0% | -812.7% | +0.1% |
| All | +333.4% | +605.9% | -272.5% | +136.1% |
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