+120.6%
SEI vs ALHC
-22.7%
+143.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -5.0% |
| 7D | +20.7% | -5.8% | +26.4% | +21.3% |
| 30D | +9.1% | -3.3% | +12.5% | +9.4% |
| 3M | -6.0% | -37.9% | +31.9% | -1.8% |
| 6M | +18.9% | -29.5% | +48.4% | +22.0% |
| YTD | +40.1% | -35.4% | +75.5% | +47.7% |
| 1Y | +120.6% | -22.4% | +143.1% | +125.9% |
| All | +120.6% | -22.7% | +143.3% | +125.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling