+266.9%
ACGL vs SSNC
+164.2%
+102.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -0.8% |
| 7D | -2.9% | -1.8% | -1.2% | -2.2% |
| 30D | -2.8% | +1.9% | -4.7% | -3.6% |
| 3M | +6.8% | +18.4% | -11.6% | -0.9% |
| 6M | -1.5% | +7.0% | -8.5% | -4.9% |
| YTD | -0.2% | -6.9% | +6.7% | +1.7% |
| 1Y | +5.3% | -8.2% | +13.5% | +7.6% |
| 3Y | +30.3% | +50.5% | -20.3% | +5.8% |
| 5Y | +151.8% | +17.4% | +134.4% | +124.6% |
| 10Y | +266.9% | +164.9% | +101.9% | +151.2% |
| All | +266.9% | +164.2% | +102.6% | +151.2% |
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