+759.8%
SEI vs ABCL
-81.9%
+841.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.4% | +9.2% | +6.4% |
| 7D | +28.2% | -2.7% | +31.0% | +28.8% |
| 30D | +15.5% | +18.3% | -2.8% | +11.8% |
| 3M | -1.4% | +108.5% | -109.9% | -14.4% |
| 6M | +37.4% | +213.9% | -176.5% | +10.5% |
| YTD | +47.8% | +223.1% | -175.3% | +17.3% |
| 1Y | +174.3% | +160.6% | +13.7% | +124.8% |
| 3Y | +598.5% | +104.3% | +494.2% | +455.6% |
| 5Y | +1,026.2% | -40.0% | +1,066.3% | +826.5% |
| All | +759.8% | -81.9% | +841.7% | +604.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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