+711.1%
SEI vs ACGL
+159.2%
+551.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -3.0% | +17.3% | +14.4% |
| 7D | -18.3% | +0.9% | -19.2% | -18.4% |
| 30D | -24.4% | +13.7% | -38.2% | -25.3% |
| 3M | +1.5% | +8.0% | -6.5% | +0.8% |
| 6M | -25.1% | +13.3% | -38.4% | -26.8% |
| YTD | +26.4% | +11.8% | +14.6% | +23.1% |
| 1Y | +8.9% | +22.2% | -13.3% | +2.9% |
| 3Y | +586.7% | +32.5% | +554.2% | +498.9% |
| All | +711.1% | +159.2% | +551.9% | +326.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling