+542.0%
SEI vs ALLE
+127.6%
+414.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +2.9% |
| 7D | +10.2% | -0.2% | +10.5% | +10.4% |
| 30D | -1.0% | -6.8% | +5.8% | +2.6% |
| 3M | -27.9% | +21.0% | -49.0% | -35.9% |
| 6M | +10.4% | +1.1% | +9.3% | +7.6% |
| YTD | +20.1% | -0.5% | +20.7% | +17.6% |
| 1Y | +109.7% | -7.3% | +117.0% | +113.3% |
| 3Y | +458.6% | +42.3% | +416.4% | +333.7% |
| 5Y | +775.3% | +13.5% | +761.8% | +659.2% |
| All | +542.0% | +127.6% | +414.3% | +240.0% |
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 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