-35.1%
AUR vs SEI
+999.8%
-1,034.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +0.2% |
| 7D | +1.4% | +22.6% | -21.2% | -4.4% |
| 30D | -6.4% | +9.1% | -15.5% | -9.1% |
| 3M | +7.7% | -11.3% | +19.0% | +9.4% |
| 6M | +44.5% | +22.0% | +22.5% | +32.9% |
| YTD | +67.4% | +47.3% | +20.2% | +44.5% |
| 1Y | +15.4% | +124.8% | -109.3% | -12.5% |
| 3Y | +94.8% | +591.3% | -496.4% | -10.2% |
| All | -35.1% | +999.8% | -1,034.9% | -69.4% |
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