+15.9%
AJG vs SEI
+18.6%
-2.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -16.9% | +22.4% | +2.4% |
| 7D | +10.7% | -16.4% | +27.2% | +7.7% |
| 30D | +26.9% | -22.9% | +49.8% | +22.9% |
| 3M | +16.6% | -0.3% | +16.9% | +18.9% |
| 6M | +40.1% | -22.3% | +62.5% | +40.5% |
| YTD | +12.4% | +26.2% | -13.7% | +18.1% |
| 1Y | +15.9% | +8.2% | +7.7% | +19.5% |
| All | +15.9% | +18.6% | -2.6% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 1y: compounded portfolio wealth divided by compounded SEI 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…
1y analysis · Full analysis span regression · 6 months rolling