+525.3%
SEI vs ALHC
-33.8%
+559.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.2% |
| 7D | +22.6% | -6.9% | +29.5% | +23.1% |
| 30D | +9.1% | -6.7% | +15.8% | +9.5% |
| 3M | -11.3% | -37.7% | +26.4% | -9.1% |
| 6M | +22.0% | -30.0% | +52.0% | +23.7% |
| YTD | +47.3% | -36.2% | +83.4% | +50.2% |
| 1Y | +124.8% | -22.9% | +147.6% | +126.7% |
| 3Y | +591.3% | +138.4% | +452.9% | +526.4% |
| 5Y | +1,008.2% | -32.8% | +1,041.0% | +927.7% |
| All | +525.3% | -33.8% | +559.1% | +450.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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