+270.3%
ALLE vs SSNC
+368.8%
-98.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | -0.2% | +0.6% | -0.9% | -0.5% |
| 30D | -6.8% | +6.0% | -12.8% | -9.2% |
| 3M | +21.0% | +21.0% | +0.1% | +10.5% |
| 6M | +1.1% | +12.1% | -11.0% | -4.9% |
| YTD | -0.5% | -3.2% | +2.7% | -0.5% |
| 1Y | -7.3% | -4.4% | -2.9% | -6.9% |
| 3Y | +42.3% | +51.6% | -9.4% | +14.7% |
| 5Y | +13.5% | +21.1% | -7.6% | 0.0% |
| 10Y | +144.0% | +177.7% | -33.6% | +50.1% |
| All | +270.3% | +368.8% | -98.5% | +105.6% |
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