+542.6%
SEI vs BAM
+88.1%
+454.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.3% |
| 7D | -10.8% | +5.0% | -15.8% | -14.1% |
| 30D | -19.0% | +16.6% | -35.6% | -28.5% |
| 3M | +5.8% | +2.2% | +3.6% | +1.6% |
| 6M | -14.9% | +9.7% | -24.5% | -23.7% |
| YTD | +35.4% | +5.2% | +30.2% | +24.1% |
| 1Y | +23.9% | +3.9% | +20.0% | +15.0% |
| 3Y | +661.3% | +91.5% | +569.8% | +412.9% |
| All | +542.6% | +88.1% | +454.4% | +327.4% |
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