+379.2%
AEM vs SSNC
+1,082.2%
-703.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -0.5% | +0.6% | -1.2% | -0.6% |
| 30D | +24.0% | +6.0% | +18.0% | +23.3% |
| 3M | +16.1% | +21.0% | -4.9% | +13.6% |
| 6M | -11.6% | +12.1% | -23.7% | -12.9% |
| YTD | +21.5% | -3.2% | +24.8% | +21.6% |
| 1Y | +39.2% | -4.4% | +43.5% | +39.4% |
| 3Y | +347.4% | +51.6% | +295.8% | +323.7% |
| 5Y | +290.1% | +21.1% | +269.1% | +273.5% |
| 10Y | +357.8% | +177.7% | +180.1% | +305.9% |
| All | +379.2% | +1,082.2% | -703.0% | +248.5% |
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