+1,026.2%
SEI vs ALHC
-27.5%
+1,053.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.2% | +9.0% | +6.0% |
| 7D | +28.2% | -4.1% | +32.4% | +28.5% |
| 30D | +15.5% | -5.4% | +20.9% | +15.8% |
| 3M | -1.4% | -32.1% | +30.8% | +0.7% |
| 6M | +37.4% | -28.5% | +65.9% | +39.3% |
| YTD | +47.8% | -34.0% | +81.8% | +50.6% |
| 1Y | +174.3% | -20.9% | +195.2% | +176.3% |
| 3Y | +598.5% | +151.5% | +446.9% | +522.8% |
| 5Y | +1,026.2% | -28.8% | +1,055.0% | +942.2% |
| All | +1,026.2% | -27.5% | +1,053.7% | +942.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling