+335.2%
AEM vs SSNC
+1,022.7%
-687.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.1% | -2.4% |
| 7D | +1.4% | -0.2% | +1.5% | +1.4% |
| 30D | -1.2% | -1.9% | +0.7% | -1.1% |
| 3M | +2.5% | -0.2% | +2.7% | +2.5% |
| 6M | -5.1% | +19.4% | -24.5% | -7.2% |
| YTD | +10.4% | -8.1% | +18.5% | +10.9% |
| 1Y | +11.8% | -5.3% | +17.0% | +11.9% |
| 3Y | +315.6% | +56.9% | +258.7% | +291.8% |
| 5Y | +266.3% | +8.0% | +258.2% | +254.3% |
| 10Y | +427.4% | +183.6% | +243.8% | +367.7% |
| All | +335.2% | +1,022.7% | -687.5% | +217.9% |
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 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