+689.9%
SEI vs ALLE
+119.8%
+570.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.8% | +8.6% | +7.2% |
| 7D | +28.2% | -2.2% | +30.4% | +29.5% |
| 30D | +15.5% | -8.3% | +23.8% | +20.5% |
| 3M | -1.4% | +16.3% | -17.6% | -10.4% |
| 6M | +37.4% | +1.8% | +35.6% | +33.1% |
| YTD | +47.8% | -3.9% | +51.8% | +47.2% |
| 1Y | +174.3% | -10.0% | +184.3% | +182.8% |
| 3Y | +598.5% | +45.8% | +552.6% | +432.5% |
| 5Y | +1,026.2% | +13.3% | +1,012.9% | +870.3% |
| All | +689.9% | +119.8% | +570.0% | +325.3% |
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 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