+176.3%
AEIS vs SSNC
+47.5%
+128.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | +6.5% | -3.9% | +10.4% | +7.6% |
| 30D | -9.2% | -0.2% | -9.0% | -9.4% |
| 3M | -8.3% | +15.9% | -24.3% | -13.8% |
| 6M | -6.3% | +7.5% | -13.8% | -8.5% |
| YTD | +36.5% | -8.2% | +44.7% | +47.9% |
| 1Y | +84.8% | -9.3% | +94.1% | +101.8% |
| All | +176.3% | +47.5% | +128.7% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling