+87.1%
AME vs SEI
+1,007.8%
-920.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.4% | -1.1% |
| 7D | +1.3% | +28.2% | -26.9% | -1.0% |
| 30D | -6.6% | +15.5% | -22.0% | -7.9% |
| 3M | +3.0% | -1.4% | +4.3% | +2.3% |
| 6M | +5.3% | +37.4% | -32.1% | +1.4% |
| YTD | +15.4% | +47.8% | -32.4% | +10.1% |
| 1Y | +26.8% | +174.3% | -147.5% | +14.4% |
| 3Y | +56.5% | +598.5% | -542.0% | +25.2% |
| All | +87.1% | +1,007.8% | -920.6% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling