+591.3%
SEI vs JAAA
+19.0%
+572.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +4.2% |
| 7D | +22.6% | +0.1% | +22.5% | +21.6% |
| 30D | +9.1% | +0.5% | +8.6% | +3.0% |
| 3M | -11.3% | +1.3% | -12.6% | -22.9% |
| 6M | +22.0% | +2.8% | +19.2% | -10.1% |
| YTD | +47.3% | +3.3% | +44.0% | +3.6% |
| 1Y | +124.8% | +4.9% | +119.8% | +33.3% |
| 3Y | +591.3% | +19.0% | +572.3% | +202.8% |
| All | +591.3% | +19.0% | +572.3% | +202.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling