+410.1%
SEI vs ALHC
-28.9%
+439.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.5% | +3.4% |
| 7D | +10.2% | -0.6% | +10.8% | +10.3% |
| 30D | -1.0% | -1.0% | 0.0% | -1.0% |
| 3M | -27.9% | -10.2% | -17.8% | -27.8% |
| 6M | +10.4% | -28.3% | +38.7% | +11.8% |
| YTD | +20.1% | -31.4% | +51.6% | +22.0% |
| 1Y | +109.7% | -16.9% | +126.7% | +110.6% |
| 3Y | +458.6% | +135.5% | +323.2% | +406.7% |
| 5Y | +775.3% | -33.6% | +808.9% | +708.7% |
| All | +410.1% | -28.9% | +439.0% | +347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling