+62.3%
AME vs SEI
+692.8%
-630.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.6% |
| 7D | +8.1% | +27.6% | -19.5% | +5.4% |
| 30D | -3.8% | -17.1% | +13.4% | -2.6% |
| 3M | -6.6% | +4.6% | -11.2% | -7.8% |
| 6M | +4.6% | -15.1% | +19.6% | +4.5% |
| YTD | +17.9% | +41.2% | -23.2% | +12.4% |
| 1Y | +23.2% | +37.5% | -14.3% | +17.4% |
| All | +62.3% | +692.8% | -630.5% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling