+109.7%
SEI vs ACM
-45.8%
+155.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | +10.2% | -3.7% | +14.0% | +10.5% |
| 30D | -1.0% | -11.1% | +10.1% | +1.1% |
| 3M | -27.9% | -8.0% | -19.9% | -26.7% |
| 6M | +10.4% | -29.7% | +40.1% | +23.7% |
| YTD | +20.1% | -29.4% | +49.5% | +32.3% |
| 1Y | +109.7% | -46.4% | +156.2% | +179.8% |
| All | +109.7% | -45.8% | +155.5% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling