+414.2%
SEI vs ALC
+17.1%
+397.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.7% | -2.5% | -4.2% |
| 7D | +20.7% | -7.7% | +28.3% | +24.2% |
| 30D | +9.1% | -11.7% | +20.8% | +14.1% |
| 3M | -6.0% | +0.7% | -6.7% | -7.5% |
| 6M | +18.9% | -17.1% | +36.0% | +26.2% |
| YTD | +40.1% | -15.1% | +55.3% | +46.5% |
| 1Y | +120.6% | -14.1% | +134.7% | +128.8% |
| 3Y | +562.1% | -18.2% | +580.3% | +587.4% |
| 5Y | +954.5% | -19.2% | +973.6% | +974.8% |
| All | +414.2% | +17.1% | +397.1% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling