+551.6%
AEIS vs SSNC
+173.6%
+378.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +3.8% |
| 7D | +2.3% | -4.0% | +6.3% | +5.0% |
| 30D | -14.8% | +0.5% | -15.3% | -15.6% |
| 3M | -15.6% | +18.9% | -34.5% | -27.4% |
| 6M | -8.7% | +10.8% | -19.5% | -18.7% |
| YTD | +37.3% | -7.1% | +44.5% | +37.6% |
| 1Y | +80.3% | -9.6% | +89.9% | +83.5% |
| 3Y | +177.9% | +51.1% | +126.9% | +90.0% |
| 5Y | +235.8% | +19.7% | +216.2% | +171.4% |
| All | +551.6% | +173.6% | +378.0% | +208.5% |
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