+646.3%
SEI vs ALM
+1,941.0%
-1,294.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.8% | -1.8% |
| 7D | +10.5% | +1.2% | +9.2% | +10.3% |
| 30D | -8.0% | -19.3% | +11.3% | -6.3% |
| 3M | +6.7% | -40.6% | +47.4% | +11.3% |
| 6M | -17.0% | -57.9% | +40.9% | -11.5% |
| YTD | +39.7% | -6.7% | +46.4% | +41.8% |
| 1Y | +43.2% | +20.2% | +23.0% | +43.2% |
| 3Y | +676.3% | +879.4% | -203.1% | +597.6% |
| 5Y | +891.0% | +415.3% | +475.7% | +800.1% |
| All | +646.3% | +1,941.0% | -1,294.7% | +619.5% |
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