+124.8%
SEI vs AEIS
+81.9%
+42.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.2% | +1.7% |
| 7D | +22.6% | +2.3% | +20.3% | +21.0% |
| 30D | +9.1% | -14.8% | +23.9% | +21.6% |
| 3M | -11.3% | -15.6% | +4.2% | -2.1% |
| 6M | +22.0% | -8.7% | +30.7% | +23.1% |
| YTD | +47.3% | +37.3% | +9.9% | +7.7% |
| 1Y | +124.8% | +80.3% | +44.4% | +27.9% |
| All | +124.8% | +81.9% | +42.9% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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