+151.1%
ALLE vs SSNC
+164.2%
-13.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +1.1% |
| 7D | +2.8% | -1.8% | +4.6% | +3.6% |
| 30D | -7.6% | +1.9% | -9.5% | -8.5% |
| 3M | +22.8% | +18.4% | +4.4% | +12.4% |
| 6M | +4.6% | +7.0% | -2.4% | +0.2% |
| YTD | -1.2% | -6.9% | +5.7% | +0.7% |
| 1Y | -9.1% | -8.2% | -1.0% | -7.0% |
| 3Y | +50.0% | +50.5% | -0.5% | +18.9% |
| 5Y | +15.2% | +17.4% | -2.1% | +1.6% |
| 10Y | +151.1% | +164.9% | -13.8% | +54.3% |
| All | +151.1% | +164.2% | -13.1% | +54.3% |
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