+573.0%
SEI vs BAM
+84.8%
+488.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.5% | +5.9% |
| 7D | +12.4% | -2.9% | +15.3% | +14.9% |
| 30D | -18.3% | +14.7% | -32.9% | -27.1% |
| 3M | +10.4% | -4.1% | +14.6% | +11.3% |
| 6M | -12.9% | +9.6% | -22.5% | -22.1% |
| YTD | +41.8% | +3.4% | +38.4% | +31.4% |
| 1Y | +30.3% | +1.0% | +29.3% | +23.4% |
| 3Y | +697.3% | +88.2% | +609.1% | +443.0% |
| All | +573.0% | +84.8% | +488.1% | +352.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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