+593.8%
SEI vs ALM
+2,150.5%
-1,556.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.1% | +9.9% | +6.4% |
| 7D | +28.2% | +3.6% | +24.6% | +27.7% |
| 30D | +15.5% | +33.8% | -18.3% | +10.8% |
| 3M | -1.4% | +14.8% | -16.1% | -3.7% |
| 6M | +37.4% | -7.0% | +44.4% | +35.6% |
| YTD | +47.8% | +108.1% | -60.2% | +37.3% |
| 1Y | +174.3% | +313.8% | -139.5% | +144.0% |
| All | +593.8% | +2,150.5% | -1,556.6% | +499.4% |
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