+338.5%
ALLE vs SSNC
+335.5%
+3.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.6% |
| 7D | -0.6% | -3.3% | +2.8% | +0.9% |
| 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% | +29.6% |
| YTD | +17.8% | -10.1% | +27.9% | +21.4% |
| 1Y | +13.6% | -6.6% | +20.2% | +15.0% |
| 3Y | +89.2% | +54.0% | +35.2% | +51.0% |
| 5Y | +51.1% | +7.0% | +44.1% | +40.1% |
| 10Y | +228.1% | +176.7% | +51.4% | +103.0% |
| All | +338.5% | +335.5% | +3.0% | +150.9% |
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