+28.7%
EMB vs SEI
+507.3%
-478.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.1% |
| 7D | 0.0% | +10.2% | -10.2% | -0.4% |
| 30D | -0.3% | -1.0% | +0.7% | -0.3% |
| 3M | -0.4% | -27.9% | +27.5% | +0.4% |
| 6M | +0.1% | +10.4% | -10.3% | -0.8% |
| YTD | +1.6% | +20.1% | -18.6% | +0.2% |
| 1Y | +5.6% | +109.7% | -104.1% | +1.6% |
| 3Y | +29.8% | +458.6% | -428.8% | +16.6% |
| 5Y | +7.3% | +775.3% | -768.0% | -7.7% |
| All | +28.7% | +507.3% | -478.6% | +7.8% |
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 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