+141.4%
SEI vs ADVB
-97.5%
+239.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +4.2% | +10.1% | +14.3% |
| 7D | -18.3% | -13.9% | -4.4% | -18.4% |
| 30D | -24.4% | -68.1% | +43.7% | -25.5% |
| 3M | +1.5% | -73.4% | +74.9% | -0.2% |
| 6M | -25.1% | -70.8% | +45.7% | -26.6% |
| YTD | +26.4% | -66.1% | +92.5% | +23.3% |
| 1Y | +8.9% | -77.5% | +86.4% | +7.3% |
| All | +141.4% | -97.5% | +239.0% | +179.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling