+109.7%
SEI vs AGI
+17.6%
+92.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.4% | +3.9% |
| 7D | +10.2% | +0.6% | +9.6% | +10.0% |
| 30D | -1.0% | +18.2% | -19.3% | -5.2% |
| 3M | -27.9% | -4.1% | -23.8% | -27.9% |
| 6M | +10.4% | -28.7% | +39.1% | +17.2% |
| YTD | +20.1% | -4.0% | +24.1% | +13.4% |
| 1Y | +109.7% | +17.4% | +92.3% | +76.5% |
| All | +109.7% | +17.6% | +92.1% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling