+712.3%
SEI vs ABCL
-81.2%
+793.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | +10.5% | -3.3% | +13.7% | +11.1% |
| 30D | -8.0% | -7.1% | -0.9% | -6.5% |
| 3M | +6.7% | +4.7% | +2.0% | +5.7% |
| 6M | -17.0% | +140.9% | -157.9% | -30.0% |
| YTD | +39.7% | +236.0% | -196.3% | +10.4% |
| 1Y | +43.2% | +217.4% | -174.2% | +14.2% |
| 3Y | +676.3% | +188.7% | +487.7% | +499.0% |
| 5Y | +891.0% | -23.5% | +914.5% | +713.4% |
| All | +712.3% | -81.2% | +793.5% | +562.3% |
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