+632.2%
SEI vs ALLE
+177.0%
+455.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.8% | +5.6% | +7.1% |
| 7D | -4.3% | -0.6% | -3.6% | -4.0% |
| 30D | -18.0% | +26.6% | -44.7% | -28.2% |
| 3M | +8.2% | +13.2% | -4.9% | +0.1% |
| 6M | -13.9% | +42.9% | -56.7% | -30.7% |
| YTD | +37.0% | +21.0% | +16.0% | +19.6% |
| 1Y | +24.5% | +15.2% | +9.3% | +11.8% |
| 3Y | +681.1% | +95.6% | +585.5% | +404.6% |
| 5Y | +787.5% | +53.4% | +734.1% | +539.1% |
| All | +632.2% | +177.0% | +455.2% | +245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling