-15.1%
SEI vs ALHC
-58.4%
+43.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.6% |
| 7D | +27.6% | -0.8% | +28.4% | +27.6% |
| 30D | -17.1% | -9.6% | -7.5% | -17.3% |
| 3M | +4.6% | -44.5% | +49.1% | +2.2% |
| 6M | -15.1% | -59.2% | +44.1% | -14.8% |
| All | -15.1% | -58.4% | +43.4% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling