+492.9%
SEI vs ALHC
-61.4%
+554.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.0% |
| 7D | +10.5% | +0.3% | +10.2% | +10.4% |
| 30D | -8.0% | -10.6% | +2.6% | -7.6% |
| 3M | +6.7% | -45.3% | +52.1% | +9.5% |
| 6M | -17.0% | -59.7% | +42.7% | -13.8% |
| YTD | +39.7% | -62.7% | +102.4% | +45.6% |
| 1Y | +43.2% | -56.1% | +99.3% | +47.9% |
| 3Y | +676.3% | +21.3% | +655.1% | +627.6% |
| 5Y | +891.0% | -66.0% | +957.0% | +836.3% |
| All | +492.9% | -61.4% | +554.3% | +434.2% |
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