+8.2%
SEI vs ADVB
-76.7%
+84.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | -4.5% | -12.4% | -17.0% |
| 7D | -16.4% | -29.5% | +13.1% | -17.1% |
| 30D | -22.9% | -66.9% | +44.0% | -25.2% |
| 3M | -0.3% | -73.7% | +73.4% | -3.8% |
| 6M | -22.3% | -64.8% | +42.4% | -24.5% |
| YTD | +26.2% | -64.0% | +90.2% | +22.5% |
| 1Y | +8.2% | -77.0% | +85.2% | +10.8% |
| All | +8.2% | -76.7% | +84.9% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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