+27.2%
EMB vs SEI
+608.3%
-581.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | -0.6% |
| 7D | -1.1% | +20.7% | -21.8% | -1.8% |
| 30D | -1.1% | +9.1% | -10.2% | -1.5% |
| 3M | -0.8% | -6.0% | +5.2% | -0.9% |
| 6M | -0.1% | +18.9% | -19.0% | -1.2% |
| YTD | +0.4% | +40.1% | -39.7% | -1.5% |
| 1Y | +3.3% | +120.6% | -117.4% | -0.8% |
| 3Y | +29.0% | +562.1% | -533.1% | +15.1% |
| 5Y | +6.3% | +954.5% | -948.1% | -9.2% |
| All | +27.2% | +608.3% | -581.1% | +5.9% |
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