+646.3%
SEI vs ALLE
+179.1%
+467.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | +10.5% | +3.6% | +6.9% | +8.7% |
| 30D | -8.0% | +25.9% | -33.9% | -19.1% |
| 3M | +6.7% | +15.8% | -9.0% | -2.3% |
| 6M | -17.0% | +48.1% | -65.1% | -34.5% |
| YTD | +39.7% | +22.0% | +17.7% | +21.4% |
| 1Y | +43.2% | +18.0% | +25.1% | +26.8% |
| 3Y | +676.3% | +93.1% | +583.3% | +405.9% |
| 5Y | +891.0% | +52.1% | +839.0% | +619.9% |
| All | +646.3% | +179.1% | +467.1% | +251.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling