+25.4%
SEI vs ADVB
-74.4%
+99.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.5% | +4.8% | +8.4% |
| 7D | -4.3% | -1.2% | -3.1% | -4.3% |
| 30D | -18.0% | -61.4% | +43.3% | -20.2% |
| 3M | +8.2% | -67.8% | +76.1% | +4.7% |
| 6M | -13.9% | -66.9% | +53.0% | -16.4% |
| YTD | +37.0% | -64.9% | +101.9% | +33.2% |
| All | +25.4% | -74.4% | +99.7% | +22.9% |
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