+630.1%
AEE vs SSNC
+1,082.2%
-452.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.3% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | -2.3% | +6.0% | -8.3% | -3.5% |
| 3M | +0.2% | +21.0% | -20.8% | -3.8% |
| 6M | -4.7% | +12.1% | -16.8% | -7.4% |
| YTD | +8.1% | -3.2% | +11.3% | +8.1% |
| 1Y | +8.5% | -4.4% | +12.9% | +8.6% |
| 3Y | +48.9% | +51.6% | -2.7% | +34.3% |
| 5Y | +39.9% | +21.1% | +18.8% | +30.5% |
| 10Y | +186.5% | +177.7% | +8.9% | +123.5% |
| All | +630.1% | +1,082.2% | -452.1% | +308.8% |
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