+124.8%
SEI vs ALC
-14.7%
+139.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.0% |
| 7D | +22.6% | -6.3% | +28.9% | +21.5% |
| 30D | +9.1% | -10.3% | +19.4% | +7.7% |
| 3M | -11.3% | -0.7% | -10.6% | -11.9% |
| 6M | +22.0% | -17.8% | +39.9% | +25.5% |
| YTD | +47.3% | -15.8% | +63.1% | +51.1% |
| 1Y | +124.8% | -16.7% | +141.5% | +137.9% |
| All | +124.8% | -14.7% | +139.5% | +137.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling