+657.9%
SEI vs ALLY
+168.7%
+489.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +3.9% |
| 7D | +12.4% | -2.8% | +15.2% | +14.1% |
| 30D | -18.3% | +1.9% | -20.1% | -19.7% |
| 3M | +10.4% | -12.1% | +22.6% | +16.6% |
| 6M | -12.9% | -9.0% | -3.9% | -9.9% |
| YTD | +41.8% | -12.9% | +54.8% | +48.6% |
| 1Y | +30.3% | -0.1% | +30.4% | +27.2% |
| 3Y | +697.3% | +64.6% | +632.8% | +499.8% |
| 5Y | +877.0% | -10.1% | +887.0% | +838.0% |
| All | +657.9% | +168.7% | +489.2% | +321.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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