+174.3%
SEI vs ABCL
+164.4%
+9.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.4% | +9.2% | +6.6% |
| 7D | +28.2% | -2.7% | +31.0% | +29.0% |
| 30D | +15.5% | +18.3% | -2.8% | +9.6% |
| 3M | -1.4% | +108.5% | -109.9% | -23.2% |
| 6M | +37.4% | +213.9% | -176.5% | -10.1% |
| YTD | +47.8% | +223.1% | -175.3% | -7.6% |
| 1Y | +174.3% | +160.6% | +13.7% | +98.1% |
| All | +174.3% | +164.4% | +9.9% | +98.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling