-35.9%
AAL vs SSNC
+15.9%
-51.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.3% |
| 7D | -1.3% | -3.9% | +2.6% | +1.6% |
| 30D | -13.7% | -0.2% | -13.6% | -13.8% |
| 3M | -8.2% | +15.9% | -24.1% | -19.0% |
| 6M | +13.1% | +7.5% | +5.7% | +5.5% |
| YTD | -15.6% | -8.2% | -7.4% | -11.0% |
| 1Y | +1.4% | -9.3% | +10.8% | +7.7% |
| 3Y | -7.4% | +48.5% | -55.9% | -37.4% |
| 5Y | -35.9% | +16.0% | -52.0% | -42.7% |
| All | -35.9% | +15.9% | -51.9% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling