+601.4%
SEI vs BAM
+67.8%
+533.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.2% | +7.5% |
| 7D | +28.2% | -3.9% | +32.2% | +31.3% |
| 30D | +15.5% | -8.8% | +24.3% | +22.1% |
| 3M | -1.4% | +2.2% | -3.6% | -5.2% |
| 6M | +37.4% | +5.9% | +31.5% | +26.7% |
| YTD | +47.8% | -6.1% | +53.9% | +49.1% |
| 1Y | +174.3% | -11.6% | +185.9% | +192.8% |
| 3Y | +598.5% | +51.7% | +546.8% | +447.7% |
| All | +601.4% | +67.8% | +533.6% | +413.6% |
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