+684.7%
SEI vs ALM
+836.8%
-152.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.7% |
| 7D | +27.6% | -4.0% | +31.6% | +28.5% |
| 30D | -17.1% | -30.5% | +13.4% | -11.8% |
| 3M | +4.6% | -46.9% | +51.5% | +15.5% |
| 6M | -15.1% | -65.5% | +50.4% | -2.1% |
| YTD | +41.2% | -13.4% | +54.6% | +48.6% |
| 1Y | +37.5% | +9.8% | +27.7% | +41.2% |
| All | +684.7% | +836.8% | -152.0% | +627.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling