+787.5%
SEI vs ABCL
-18.8%
+806.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.2% | +3.2% | +7.2% |
| 7D | -4.3% | +12.4% | -16.7% | -6.5% |
| 30D | -18.0% | -0.4% | -17.7% | -17.6% |
| 3M | +8.2% | +80.4% | -72.1% | -6.2% |
| 6M | -13.9% | +138.5% | -152.4% | -31.1% |
| YTD | +37.0% | +265.5% | -228.5% | -1.7% |
| 1Y | +24.5% | +219.7% | -195.2% | -8.1% |
| 3Y | +681.1% | +209.4% | +471.6% | +440.9% |
| 5Y | +787.5% | -15.0% | +802.5% | +595.0% |
| All | +787.5% | -18.8% | +806.3% | +595.0% |
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