+62.5%
AFL vs SSNC
+49.3%
+13.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.2% |
| 7D | -1.6% | -4.0% | +2.4% | -0.4% |
| 30D | -4.0% | +0.5% | -4.6% | -4.2% |
| 3M | -0.5% | +18.9% | -19.4% | -6.2% |
| 6M | +6.5% | +10.8% | -4.3% | +2.6% |
| YTD | +6.2% | -7.1% | +13.3% | +8.7% |
| 1Y | +8.3% | -9.6% | +17.9% | +12.0% |
| 3Y | +62.5% | +51.1% | +11.5% | +40.4% |
| All | +62.5% | +49.3% | +13.3% | +40.4% |
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