+954.7%
SEI vs AGI
+400.3%
+554.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.9% |
| 7D | +22.6% | -2.7% | +25.3% | +23.4% |
| 30D | +9.1% | +7.2% | +1.8% | +7.1% |
| 3M | -11.3% | +4.3% | -15.6% | -12.9% |
| 6M | +22.0% | -27.1% | +49.1% | +29.2% |
| YTD | +47.3% | -6.6% | +53.9% | +44.7% |
| 1Y | +124.8% | +9.5% | +115.2% | +111.5% |
| 3Y | +591.3% | +208.4% | +382.8% | +373.1% |
| All | +954.7% | +400.3% | +554.4% | +503.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling