+686.9%
SEI vs ACM
+101.9%
+585.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.4% |
| 7D | +22.6% | -4.6% | +27.2% | +26.3% |
| 30D | +9.1% | +4.1% | +5.0% | +4.8% |
| 3M | -11.3% | -8.3% | -3.0% | -9.8% |
| 6M | +22.0% | -30.1% | +52.1% | +49.2% |
| YTD | +47.3% | -32.6% | +79.9% | +80.8% |
| 1Y | +124.8% | -49.6% | +174.3% | +244.3% |
| 3Y | +591.3% | -23.0% | +614.3% | +678.2% |
| 5Y | +1,008.2% | +2.0% | +1,006.2% | +895.7% |
| All | +686.9% | +101.9% | +585.0% | +340.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling