+782.3%
SEI vs ABCL
-41.3%
+823.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.7% | +3.7% |
| 7D | +10.2% | +0.7% | +9.5% | +10.1% |
| 30D | -1.0% | +93.1% | -94.1% | -15.5% |
| 3M | -27.9% | +79.4% | -107.4% | -37.9% |
| 6M | +10.4% | +214.9% | -204.5% | -16.8% |
| YTD | +20.1% | +234.2% | -214.1% | -11.6% |
| 1Y | +109.7% | +174.8% | -65.0% | +60.3% |
| 3Y | +458.6% | +104.5% | +354.2% | +317.4% |
| All | +782.3% | -41.3% | +823.6% | +614.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling