+807.8%
SEI vs ACGL
+165.1%
+642.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.2% | +3.7% |
| 7D | +10.2% | -0.7% | +11.0% | +10.3% |
| 30D | -1.0% | -1.0% | 0.0% | -1.0% |
| 3M | -27.9% | +11.0% | -39.0% | -30.2% |
| 6M | +10.4% | -0.3% | +10.7% | +9.6% |
| YTD | +20.1% | +2.3% | +17.9% | +17.8% |
| 1Y | +109.7% | +6.4% | +103.4% | +102.2% |
| 3Y | +458.6% | +34.0% | +424.7% | +358.9% |
| All | +807.8% | +165.1% | +642.7% | +385.7% |
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