+405.8%
AJG vs SEI
+644.4%
-238.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -1.4% |
| 7D | -8.3% | +22.6% | -30.9% | -9.2% |
| 30D | -5.7% | +9.1% | -14.8% | -6.2% |
| 3M | +9.1% | -11.3% | +20.4% | +9.3% |
| 6M | +15.2% | +22.0% | -6.8% | +12.5% |
| YTD | -6.3% | +47.3% | -53.6% | -10.1% |
| 1Y | -19.1% | +124.8% | -143.9% | -25.6% |
| 3Y | +8.2% | +591.3% | -583.0% | -16.5% |
| 5Y | +75.6% | +1,008.2% | -932.6% | +22.2% |
| All | +405.8% | +644.4% | -238.6% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling