+90.1%
AAL vs SSNC
+1,023.5%
-933.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.2% |
| 7D | -0.1% | +2.3% | -2.4% | -1.5% |
| 30D | +11.7% | -3.1% | +14.8% | +13.7% |
| 3M | -12.5% | -2.7% | -9.8% | -11.4% |
| 6M | +3.6% | +23.7% | -20.1% | -10.3% |
| YTD | -14.1% | -8.0% | -6.1% | -11.4% |
| 1Y | +0.8% | -4.7% | +5.5% | +1.6% |
| 3Y | +11.8% | +58.0% | -46.2% | -17.4% |
| 5Y | -35.1% | +8.0% | -43.1% | -39.3% |
| 10Y | -68.3% | +183.8% | -252.1% | -82.6% |
| All | +90.1% | +1,023.5% | -933.5% | -60.1% |
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