+646.3%
SEI vs ACM
+125.3%
+521.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.4% |
| 7D | +10.5% | +5.6% | +4.8% | +6.7% |
| 30D | -8.0% | +20.8% | -28.8% | -19.3% |
| 3M | +6.7% | +11.4% | -4.7% | -2.8% |
| 6M | -17.0% | +0.9% | -18.0% | -21.7% |
| YTD | +39.7% | -24.8% | +64.5% | +57.8% |
| 1Y | +43.2% | -46.4% | +89.6% | +108.8% |
| 3Y | +676.3% | -9.2% | +685.6% | +673.1% |
| 5Y | +891.0% | +5.0% | +886.0% | +774.5% |
| All | +646.3% | +125.3% | +521.0% | +283.9% |
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 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