+323.3%
AZO vs SEI
+608.3%
-285.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | -0.8% |
| 7D | -2.9% | +20.7% | -23.6% | -3.8% |
| 30D | -5.3% | +9.1% | -14.4% | -5.8% |
| 3M | -7.3% | -6.0% | -1.4% | -7.5% |
| 6M | -22.7% | +18.9% | -41.6% | -24.1% |
| YTD | -15.0% | +40.1% | -55.2% | -17.6% |
| 1Y | -32.2% | +120.6% | -152.9% | -36.5% |
| 3Y | +10.0% | +562.1% | -552.1% | -10.7% |
| 5Y | +85.8% | +954.5% | -868.6% | +38.3% |
| All | +323.3% | +608.3% | -285.0% | +201.6% |
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