+55.0%
AEE vs SSNC
+7.5%
+47.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +1.7% | +2.3% | -0.6% | +1.2% |
| 30D | +9.7% | -3.1% | +12.9% | +10.4% |
| 3M | +5.9% | -2.7% | +8.7% | +6.3% |
| 6M | +6.7% | +23.7% | -17.0% | +1.2% |
| YTD | +17.4% | -8.0% | +25.4% | +19.2% |
| 1Y | +12.7% | -4.7% | +17.4% | +13.2% |
| 3Y | +68.2% | +58.0% | +10.2% | +44.3% |
| All | +55.0% | +7.5% | +47.5% | +38.9% |
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