+367.9%
APP vs SEI
+598.1%
-230.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.8% | -8.0% | -3.3% |
| 7D | -4.4% | +28.2% | -32.6% | -8.9% |
| 30D | -10.0% | +15.5% | -25.5% | -13.0% |
| 3M | -41.4% | -1.4% | -40.1% | -42.5% |
| 6M | -41.0% | +37.4% | -78.4% | -46.9% |
| YTD | -54.7% | +47.8% | -102.5% | -59.8% |
| 1Y | -45.3% | +174.3% | -219.6% | -57.6% |
| 3Y | +624.3% | +598.5% | +25.8% | +352.8% |
| 5Y | +329.1% | +1,026.2% | -697.1% | +155.4% |
| All | +367.9% | +598.1% | -230.2% | +190.1% |
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