+295.8%
AFL vs SSNC
+173.6%
+122.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.1% |
| 7D | -1.6% | -4.0% | +2.4% | +0.2% |
| 30D | -4.0% | +0.5% | -4.6% | -4.4% |
| 3M | -0.5% | +18.9% | -19.4% | -8.6% |
| 6M | +6.5% | +10.8% | -4.3% | +0.7% |
| YTD | +6.2% | -7.1% | +13.3% | +8.3% |
| 1Y | +8.3% | -9.6% | +17.9% | +11.5% |
| 3Y | +62.5% | +51.1% | +11.5% | +29.0% |
| 5Y | +136.2% | +19.7% | +116.5% | +105.4% |
| All | +295.8% | +173.6% | +122.3% | +154.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling