+332.4%
AME vs SEI
+644.4%
-312.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.1% | -1.8% | +2.6% |
| 7D | +1.7% | +22.6% | -20.8% | -1.3% |
| 30D | -6.4% | +9.1% | -15.5% | -7.9% |
| 3M | +7.1% | -11.3% | +18.4% | +7.6% |
| 6M | +8.2% | +22.0% | -13.9% | +3.2% |
| YTD | +18.2% | +47.3% | -29.1% | +9.0% |
| 1Y | +26.7% | +124.8% | -98.0% | +8.8% |
| 3Y | +60.7% | +591.3% | -530.6% | +4.7% |
| 5Y | +91.6% | +1,008.2% | -916.6% | +5.9% |
| All | +332.4% | +644.4% | -312.1% | +136.0% |
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