+560.2%
SEI vs ACM
-19.8%
+580.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -0.8% | +17.1% | +16.7% |
| 7D | +28.8% | -0.3% | +29.1% | +29.0% |
| 30D | +10.4% | -12.9% | +23.3% | +17.7% |
| 3M | -11.4% | -6.4% | -5.1% | -10.8% |
| 6M | +31.2% | -29.2% | +60.4% | +60.2% |
| YTD | +39.7% | -29.9% | +69.7% | +67.4% |
| 1Y | +149.0% | -47.3% | +196.2% | +290.9% |
| 3Y | +560.2% | -19.6% | +579.8% | +595.0% |
| All | +560.2% | -19.8% | +580.0% | +595.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling