+10.2%
APA vs SEI
+608.3%
-598.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | +1.5% |
| 7D | +0.8% | +20.7% | -19.9% | -7.4% |
| 30D | +9.6% | +9.1% | +0.5% | +3.9% |
| 3M | +18.0% | -6.0% | +24.0% | +13.7% |
| 6M | +41.9% | +18.9% | +22.9% | +18.3% |
| YTD | +86.3% | +40.1% | +46.2% | +38.3% |
| 1Y | +97.9% | +120.6% | -22.8% | +11.2% |
| 3Y | +12.8% | +562.1% | -549.4% | -76.4% |
| 5Y | +177.2% | +954.5% | -777.3% | -62.3% |
| All | +10.2% | +608.3% | -598.1% | -81.5% |
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 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