+542.0%
SEI vs ACM
+111.6%
+430.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.7% |
| 7D | +10.2% | -3.7% | +14.0% | +13.0% |
| 30D | -1.0% | -11.1% | +10.1% | +5.0% |
| 3M | -27.9% | -8.0% | -19.9% | -26.5% |
| 6M | +10.4% | -29.7% | +40.1% | +34.8% |
| YTD | +20.1% | -29.4% | +49.5% | +43.2% |
| 1Y | +109.7% | -46.4% | +156.2% | +209.0% |
| 3Y | +458.6% | -22.3% | +481.0% | +527.8% |
| 5Y | +775.3% | +4.5% | +770.8% | +676.7% |
| All | +542.0% | +111.6% | +430.3% | +248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling