-2.1%
AIG vs SSNC
+7.0%
-9.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.8% |
| 7D | -1.4% | -3.9% | +2.4% | -0.4% |
| 30D | -3.3% | -0.2% | -3.1% | -3.2% |
| 3M | +2.2% | +15.9% | -13.7% | -2.3% |
| 6M | -2.1% | +7.5% | -9.6% | -3.5% |
| All | -2.1% | +7.0% | -9.1% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling