+774.1%
AON vs SSNC
+1,037.0%
-262.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.6% | -1.0% |
| 7D | -3.2% | -1.8% | -1.4% | -2.7% |
| 30D | -11.9% | +1.9% | -13.8% | -12.4% |
| 3M | -2.9% | +18.4% | -21.3% | -8.3% |
| 6M | -6.8% | +7.0% | -13.8% | -9.2% |
| YTD | -10.1% | -6.9% | -3.1% | -8.6% |
| 1Y | -14.2% | -8.2% | -6.1% | -12.5% |
| 3Y | -3.3% | +50.5% | -53.8% | -16.7% |
| 5Y | +13.6% | +17.4% | -3.8% | +4.9% |
| 10Y | +209.2% | +164.9% | +44.2% | +116.4% |
| All | +774.1% | +1,037.0% | -262.8% | +271.6% |
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