+324.9%
AME vs SEI
+507.3%
-182.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +1.0% |
| 7D | +0.6% | +10.2% | -9.6% | -0.8% |
| 30D | -6.7% | -1.0% | -5.7% | -6.7% |
| 3M | +4.1% | -27.9% | +32.0% | +7.7% |
| 6M | +1.6% | +10.4% | -8.8% | -1.5% |
| YTD | +16.1% | +20.1% | -4.0% | +10.4% |
| 1Y | +27.3% | +109.7% | -82.4% | +10.3% |
| 3Y | +50.9% | +458.6% | -407.8% | +1.5% |
| 5Y | +81.4% | +775.3% | -693.9% | +4.1% |
| All | +324.9% | +507.3% | -182.3% | +139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling