+954.5%
SEI vs AEIS
+219.6%
+734.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | -2.8% |
| 7D | +20.7% | -0.2% | +20.9% | +21.1% |
| 30D | +9.1% | -16.4% | +25.5% | +20.9% |
| 3M | -6.0% | -11.1% | +5.1% | +0.4% |
| 6M | +18.9% | -12.0% | +31.0% | +25.6% |
| YTD | +40.1% | +30.9% | +9.3% | +19.3% |
| 1Y | +120.6% | +74.3% | +46.3% | +62.3% |
| 3Y | +562.1% | +165.2% | +397.0% | +292.1% |
| 5Y | +954.5% | +220.0% | +734.4% | +474.4% |
| All | +954.5% | +219.6% | +734.9% | +474.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling