-65.2%
AAL vs SSNC
+169.0%
-234.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -0.9% | -6.7% | +5.8% | +3.9% |
| 30D | -16.0% | -0.8% | -15.2% | -15.7% |
| 3M | -4.2% | +16.1% | -20.3% | -14.5% |
| 6M | +15.7% | +7.9% | +7.7% | +8.1% |
| YTD | -16.2% | -8.7% | -7.5% | -12.4% |
| 1Y | +0.2% | -9.5% | +9.7% | +5.1% |
| 3Y | -8.1% | +47.7% | -55.7% | -32.2% |
| 5Y | -32.2% | +17.6% | -49.8% | -41.1% |
| All | -65.2% | +169.0% | -234.2% | -80.4% |
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