+689.9%
SEI vs AGI
+505.2%
+184.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +5.6% |
| 7D | +28.2% | +2.2% | +26.0% | +27.7% |
| 30D | +15.5% | +11.3% | +4.2% | +13.0% |
| 3M | -1.4% | +5.6% | -7.0% | -2.9% |
| 6M | +37.4% | -27.7% | +65.1% | +43.8% |
| YTD | +47.8% | -4.1% | +51.9% | +45.8% |
| 1Y | +174.3% | +13.8% | +160.5% | +162.0% |
| 3Y | +598.5% | +217.0% | +381.4% | +445.0% |
| 5Y | +1,026.2% | +404.3% | +621.9% | +697.4% |
| All | +689.9% | +505.2% | +184.7% | +388.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling