+254.1%
AIG vs SSNC
+1,021.3%
-767.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +1.2% |
| 7D | -1.4% | -3.9% | +2.4% | +0.5% |
| 30D | -3.3% | -0.2% | -3.1% | -3.3% |
| 3M | +2.2% | +15.9% | -13.7% | -6.0% |
| 6M | -2.1% | +7.5% | -9.6% | -6.7% |
| YTD | -11.2% | -8.2% | -3.0% | -8.8% |
| 1Y | -2.1% | -9.3% | +7.2% | +0.9% |
| 3Y | +34.4% | +48.5% | -14.1% | +5.0% |
| 5Y | +53.7% | +16.0% | +37.7% | +35.3% |
| 10Y | +64.4% | +169.2% | -104.8% | -4.9% |
| All | +254.1% | +1,021.3% | -767.2% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling