+877.0%
SEI vs ACM
+4.8%
+872.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.3% | +5.0% |
| 7D | +12.4% | +3.0% | +9.4% | +10.9% |
| 30D | -18.3% | +19.7% | -37.9% | -26.0% |
| 3M | +10.4% | +5.3% | +5.1% | +5.2% |
| 6M | -12.9% | -10.8% | -2.1% | -9.9% |
| YTD | +41.8% | -25.1% | +66.9% | +62.5% |
| 1Y | +30.3% | -45.8% | +76.1% | +94.8% |
| 3Y | +697.3% | -9.4% | +706.7% | +702.4% |
| 5Y | +877.0% | +4.8% | +872.2% | +787.8% |
| All | +877.0% | +4.8% | +872.1% | +787.8% |
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 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