+89.5%
AAL vs SSNC
+1,082.2%
-992.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.9% |
| 7D | -3.7% | +0.6% | -4.4% | -4.2% |
| 30D | -20.8% | +6.0% | -26.9% | -23.8% |
| 3M | -1.3% | +21.0% | -22.2% | -12.9% |
| 6M | +5.4% | +12.1% | -6.7% | -3.0% |
| YTD | -14.4% | -3.2% | -11.1% | -14.1% |
| 1Y | +2.1% | -4.4% | +6.5% | +2.9% |
| 3Y | -10.6% | +51.6% | -62.2% | -32.0% |
| 5Y | -32.2% | +21.1% | -53.3% | -40.6% |
| 10Y | -62.7% | +177.7% | -240.4% | -79.5% |
| All | +89.5% | +1,082.2% | -992.7% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling