+120.6%
SEI vs ALM
+279.2%
-158.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.6% | +4.4% | -2.4% |
| 7D | +20.7% | -7.1% | +27.8% | +23.3% |
| 30D | +9.1% | +24.7% | -15.6% | +2.1% |
| 3M | -6.0% | +8.3% | -14.3% | -9.1% |
| 6M | +18.9% | -22.2% | +41.1% | +19.8% |
| YTD | +40.1% | +88.1% | -47.9% | +20.8% |
| 1Y | +120.6% | +272.4% | -151.7% | +65.5% |
| All | +120.6% | +279.2% | -158.5% | +65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling