+1,244.5%
SEI vs JAAA
+29.4%
+1,215.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +4.8% |
| 7D | +22.6% | +0.1% | +22.5% | +22.2% |
| 30D | +9.1% | +0.5% | +8.6% | +6.9% |
| 3M | -11.3% | +1.3% | -12.6% | -15.5% |
| 6M | +22.0% | +2.8% | +19.2% | +9.8% |
| YTD | +47.3% | +3.3% | +44.0% | +30.6% |
| 1Y | +124.8% | +4.9% | +119.8% | +88.6% |
| 3Y | +591.3% | +19.0% | +572.3% | +397.9% |
| 5Y | +1,008.2% | +26.9% | +981.3% | +659.8% |
| All | +1,244.5% | +29.4% | +1,215.2% | +717.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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