+340.9%
SEI vs ALC
+24.0%
+316.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +4.3% |
| 7D | +10.2% | -2.1% | +12.3% | +11.1% |
| 30D | -1.0% | -0.1% | -0.9% | -1.2% |
| 3M | -27.9% | +5.9% | -33.8% | -30.4% |
| 6M | +10.4% | -15.9% | +26.3% | +16.9% |
| YTD | +20.1% | -10.1% | +30.3% | +23.0% |
| 1Y | +109.7% | -10.2% | +119.9% | +114.1% |
| 3Y | +458.6% | -13.6% | +472.2% | +468.8% |
| 5Y | +775.3% | -15.1% | +790.4% | +778.4% |
| All | +340.9% | +24.0% | +316.8% | +245.2% |
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