+1,026.2%
SEI vs ACM
+2.7%
+1,023.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.1% | +8.9% | +7.5% |
| 7D | +28.2% | -3.7% | +31.9% | +30.6% |
| 30D | +15.5% | -12.7% | +28.1% | +22.8% |
| 3M | -1.4% | -9.8% | +8.4% | +1.3% |
| 6M | +37.4% | -31.4% | +68.8% | +68.9% |
| YTD | +47.8% | -32.1% | +79.9% | +79.0% |
| 1Y | +174.3% | -47.8% | +222.1% | +310.9% |
| 3Y | +598.5% | -22.1% | +620.6% | +675.2% |
| 5Y | +1,026.2% | +1.8% | +1,024.4% | +972.9% |
| All | +1,026.2% | +2.7% | +1,023.5% | +972.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling