+134.5%
AFL vs SSNC
+14.9%
+119.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -3.3% | -6.7% | +3.5% | -0.9% |
| 30D | -5.0% | -0.8% | -4.2% | -4.8% |
| 3M | -1.8% | +16.1% | -17.8% | -7.4% |
| 6M | +4.8% | +7.9% | -3.1% | +1.3% |
| YTD | +5.4% | -8.7% | +14.1% | +8.3% |
| 1Y | +9.0% | -9.5% | +18.5% | +12.1% |
| 3Y | +63.0% | +47.7% | +15.4% | +35.9% |
| 5Y | +134.5% | +17.6% | +116.9% | +104.1% |
| All | +134.5% | +14.9% | +119.6% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling