+170.7%
ECL vs SEI
+605.9%
-435.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | +2.9% | +10.5% | -7.6% | +2.1% |
| 30D | +7.5% | -8.0% | +15.5% | +7.5% |
| 3M | +12.2% | +6.7% | +5.5% | +10.4% |
| 6M | +24.6% | -17.0% | +41.6% | +24.1% |
| YTD | +18.8% | +39.7% | -20.9% | +11.6% |
| 1Y | +19.3% | +43.2% | -23.8% | +11.5% |
| 3Y | +78.2% | +676.3% | -598.1% | +24.5% |
| 5Y | +38.8% | +891.0% | -852.2% | -11.4% |
| All | +170.7% | +605.9% | -435.2% | +58.8% |
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