+1,026.2%
SEI vs ALC
-17.4%
+1,043.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +6.1% |
| 7D | +28.2% | -5.3% | +33.5% | +30.0% |
| 30D | +15.5% | -7.1% | +22.5% | +17.6% |
| 3M | -1.4% | +0.8% | -2.2% | -2.6% |
| 6M | +37.4% | -16.0% | +53.4% | +43.9% |
| YTD | +47.8% | -12.7% | +60.6% | +52.2% |
| 1Y | +174.3% | -12.8% | +187.1% | +181.8% |
| 3Y | +598.5% | -15.8% | +614.3% | +618.3% |
| 5Y | +1,026.2% | -16.7% | +1,042.9% | +993.9% |
| All | +1,026.2% | -17.4% | +1,043.6% | +993.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling