+317.7%
AEM vs SSNC
+1,023.6%
-705.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -6.8% | +2.3% | -9.2% | -7.1% |
| 30D | +0.8% | -3.1% | +3.9% | +1.1% |
| 3M | -0.8% | -2.7% | +1.9% | -0.6% |
| 6M | -8.5% | +23.7% | -32.2% | -10.8% |
| YTD | +5.9% | -8.0% | +14.0% | +6.4% |
| 1Y | +6.6% | -4.7% | +11.3% | +6.7% |
| 3Y | +302.2% | +58.0% | +244.2% | +278.8% |
| 5Y | +250.8% | +8.0% | +242.8% | +239.4% |
| 10Y | +406.1% | +183.8% | +222.2% | +348.8% |
| All | +317.7% | +1,023.6% | -705.9% | +205.1% |
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