+338.7%
AEM vs SSNC
+49.3%
+289.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.7% |
| 7D | -2.1% | -4.0% | +1.9% | -1.7% |
| 30D | +8.4% | +0.5% | +7.9% | +8.4% |
| 3M | +27.3% | +18.9% | +8.4% | +24.6% |
| 6M | -9.7% | +10.8% | -20.5% | -10.6% |
| YTD | +19.0% | -7.1% | +26.1% | +21.2% |
| 1Y | +31.5% | -9.6% | +41.1% | +35.1% |
| 3Y | +338.7% | +51.1% | +287.6% | +290.9% |
| All | +338.7% | +49.3% | +289.4% | +290.9% |
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 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