+50.4%
ALLE vs SSNC
+6.8%
+43.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.5% |
| 7D | -0.6% | -3.3% | +2.8% | +1.2% |
| 30D | +25.3% | -1.3% | +26.6% | +25.8% |
| 3M | +10.3% | -2.3% | +12.6% | +11.1% |
| 6M | +38.0% | +12.6% | +25.4% | +28.2% |
| YTD | +17.8% | -10.1% | +27.9% | +23.3% |
| 1Y | +13.6% | -6.6% | +20.2% | +16.0% |
| 3Y | +89.2% | +54.0% | +35.2% | +36.6% |
| All | +50.4% | +6.8% | +43.5% | +34.3% |
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 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