+78.6%
AEP vs SSNC
+47.5%
+31.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +0.9% | -3.9% | +4.8% | +1.3% |
| 30D | +1.5% | -0.2% | +1.7% | +1.5% |
| 3M | -1.7% | +15.9% | -17.6% | -3.4% |
| 6M | -4.0% | +7.5% | -11.5% | -4.9% |
| YTD | +10.6% | -8.2% | +18.8% | +12.5% |
| 1Y | +18.6% | -9.3% | +28.0% | +21.0% |
| All | +78.6% | +47.5% | +31.0% | +48.7% |
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