+689.9%
SEI vs AEE
+155.9%
+534.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.3% | +6.0% |
| 7D | +28.2% | +1.1% | +27.2% | +27.8% |
| 30D | +15.5% | 0.0% | +15.5% | +15.5% |
| 3M | -1.4% | -0.9% | -0.5% | -1.6% |
| 6M | +37.4% | -2.4% | +39.8% | +37.5% |
| YTD | +47.8% | +8.6% | +39.2% | +41.9% |
| 1Y | +174.3% | +10.2% | +164.1% | +160.9% |
| 3Y | +598.5% | +47.8% | +550.7% | +482.1% |
| 5Y | +1,026.2% | +40.1% | +986.1% | +853.8% |
| All | +689.9% | +155.9% | +534.0% | +563.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 all: compounded portfolio wealth divided by compounded AEE 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…
all analysis · Full analysis span regression · 6 months rolling