+128.1%
AA vs SSNC
+170.4%
-42.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.0% |
| 7D | -0.6% | -3.9% | +3.3% | +1.9% |
| 30D | -1.6% | -0.2% | -1.4% | -1.9% |
| 3M | -29.8% | +15.9% | -45.7% | -38.0% |
| 6M | -16.6% | +7.5% | -24.1% | -23.3% |
| YTD | -4.0% | -8.2% | +4.2% | -2.3% |
| 1Y | +63.5% | -9.3% | +72.9% | +67.3% |
| 3Y | +86.8% | +48.5% | +38.3% | +32.4% |
| 5Y | +12.4% | +16.0% | -3.6% | -5.8% |
| All | +128.1% | +170.4% | -42.3% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling