+506.6%
APP vs SEI
+539.5%
-32.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -3.4% |
| 7D | +61.1% | -10.8% | +71.9% | +62.4% |
| 30D | +42.8% | -19.0% | +61.8% | +45.3% |
| 3M | +16.7% | +5.8% | +10.9% | +11.7% |
| 6M | -15.6% | -14.9% | -0.7% | -17.3% |
| YTD | -41.3% | +35.4% | -76.7% | -48.4% |
| 1Y | -39.3% | +23.9% | -63.2% | -45.8% |
| 3Y | +803.2% | +661.3% | +141.9% | +447.8% |
| 5Y | +313.2% | +822.2% | -509.1% | +145.0% |
| All | +506.6% | +539.5% | -32.9% | +272.2% |
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 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