+623.6%
SEI vs ACGL
+262.5%
+361.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | -10.8% | +1.3% | -12.1% | -11.7% |
| 30D | -19.0% | +14.2% | -33.2% | -24.9% |
| 3M | +5.8% | +11.1% | -5.3% | -1.2% |
| 6M | -14.9% | +16.4% | -31.2% | -24.2% |
| YTD | +35.4% | +13.8% | +21.6% | +20.3% |
| 1Y | +23.9% | +21.6% | +2.3% | +5.5% |
| 3Y | +661.3% | +33.5% | +627.8% | +469.0% |
| 5Y | +822.2% | +174.8% | +647.4% | +291.7% |
| All | +623.6% | +262.5% | +361.1% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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