+420.4%
SEI vs ALC
+27.5%
+393.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +5.4% |
| 7D | +12.4% | -6.3% | +18.7% | +14.6% |
| 30D | -18.3% | +12.6% | -30.9% | -22.6% |
| 3M | +10.4% | -3.8% | +14.3% | +10.3% |
| 6M | -12.9% | +16.8% | -29.7% | -20.6% |
| YTD | +41.8% | -7.6% | +49.4% | +41.6% |
| 1Y | +30.3% | -5.9% | +36.2% | +28.8% |
| 3Y | +697.3% | +0.6% | +696.8% | +647.3% |
| 5Y | +877.0% | -9.5% | +886.4% | +837.5% |
| All | +420.4% | +27.5% | +393.0% | +297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling