+648.8%
SEI vs ALM
+4,014.2%
-3,365.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.6% | +4.4% | -4.4% |
| 7D | +20.7% | -7.1% | +27.8% | +21.4% |
| 30D | +9.1% | +24.7% | -15.6% | +7.1% |
| 3M | -6.0% | +8.3% | -14.3% | -6.7% |
| 6M | +18.9% | -22.2% | +41.1% | +19.8% |
| YTD | +40.1% | +88.1% | -47.9% | +34.3% |
| 1Y | +120.6% | +272.4% | -151.7% | +104.0% |
| 3Y | +562.1% | +2,004.1% | -1,442.0% | +457.9% |
| 5Y | +954.5% | +915.8% | +38.7% | +804.8% |
| All | +648.8% | +4,014.2% | -3,365.4% | +581.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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