+237.1%
AEIS vs SSNC
+15.9%
+221.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | +6.5% | -3.9% | +10.4% | +8.5% |
| 30D | -9.2% | -0.2% | -9.0% | -9.5% |
| 3M | -8.3% | +15.9% | -24.3% | -17.5% |
| 6M | -6.3% | +7.5% | -13.8% | -12.3% |
| YTD | +36.5% | -8.2% | +44.7% | +42.0% |
| 1Y | +84.8% | -9.3% | +94.1% | +93.1% |
| 3Y | +176.6% | +48.5% | +128.1% | +92.7% |
| 5Y | +237.1% | +16.0% | +221.1% | +185.9% |
| All | +237.1% | +15.9% | +221.2% | +185.9% |
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