+8.2%
SEI vs ALLE
+18.6%
-10.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +1.8% | -18.7% | -16.4% |
| 7D | -16.4% | +6.7% | -23.1% | -14.7% |
| 30D | -22.9% | +25.4% | -48.3% | -17.9% |
| 3M | -0.3% | +16.9% | -17.2% | +5.7% |
| 6M | -22.3% | +46.6% | -68.9% | -17.3% |
| YTD | +26.2% | +22.4% | +3.7% | +42.6% |
| 1Y | +8.2% | +17.7% | -9.5% | +25.3% |
| All | +8.2% | +18.6% | -10.4% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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