+646.3%
SEI vs ACGL
+264.0%
+382.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +10.5% | +2.2% | +8.3% | +9.4% |
| 30D | -8.0% | +12.3% | -20.3% | -14.0% |
| 3M | +6.7% | +11.8% | -5.1% | -0.6% |
| 6M | -17.0% | +17.5% | -34.5% | -26.4% |
| YTD | +39.7% | +14.3% | +25.4% | +23.9% |
| 1Y | +43.2% | +18.2% | +25.0% | +24.2% |
| 3Y | +676.3% | +33.2% | +643.2% | +482.0% |
| 5Y | +891.0% | +174.3% | +716.7% | +322.2% |
| All | +646.3% | +264.0% | +382.2% | +146.5% |
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