-7.7%
AAL vs SSNC
+51.8%
-59.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | +0.8% |
| 7D | -0.3% | -1.8% | +1.5% | +0.8% |
| 30D | -19.0% | +1.9% | -20.9% | -20.2% |
| 3M | -5.1% | +18.4% | -23.5% | -15.8% |
| 6M | +15.5% | +7.0% | +8.5% | +9.9% |
| YTD | -15.8% | -6.9% | -8.9% | -11.4% |
| 1Y | -0.3% | -8.2% | +7.9% | +5.7% |
| 3Y | -7.7% | +50.5% | -58.2% | -38.8% |
| All | -7.7% | +51.8% | -59.5% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling