+1,249.5%
SEI vs JAAA
+29.3%
+1,220.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.7% |
| 7D | +28.2% | +0.1% | +28.1% | +27.8% |
| 30D | +15.5% | +0.5% | +15.0% | +13.5% |
| 3M | -1.4% | +1.2% | -2.6% | -6.0% |
| 6M | +37.4% | +2.7% | +34.7% | +24.0% |
| YTD | +47.8% | +3.2% | +44.6% | +31.4% |
| 1Y | +174.3% | +4.8% | +169.5% | +131.0% |
| 3Y | +598.5% | +19.0% | +579.5% | +403.8% |
| 5Y | +1,026.2% | +26.8% | +999.4% | +675.3% |
| All | +1,249.5% | +29.3% | +1,220.2% | +722.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling