+124.8%
SEI vs ACM
-48.8%
+173.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +5.1% |
| 7D | +22.6% | -4.6% | +27.2% | +22.7% |
| 30D | +9.1% | +4.1% | +5.0% | +8.5% |
| 3M | -11.3% | -8.3% | -3.0% | -11.0% |
| 6M | +22.0% | -30.1% | +52.1% | +33.5% |
| YTD | +47.3% | -32.6% | +79.9% | +61.1% |
| 1Y | +124.8% | -49.6% | +174.3% | +195.0% |
| All | +124.8% | -48.8% | +173.6% | +195.0% |
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 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