Authenticated Modeling Portal

Portfolio construction beyond traditional markets.

Select a public-market profile, pair it with an alternative investment option, and review return, risk, income, liquidity, and scenario outputs.

Profile: Core Market
Alternative: --
Allocation: 20%

Advisor Modeling Portal

Advisor workflow: Legacy

Public-market profile Alternative investment Alternative allocation 20%

Alternative sleeve 100%

This controls the composition of the alternative allocation, not the full client portfolio.

Default sleeve template

Sleeve allocation is balanced. Portfolio allocations update from the total alternatives allocation.

Industrial Real Estate 6% Real Estate 3% Ground Leases 3% Private Credit 3% Infrastructure 3% Private Equity 2%

Initial portfolio value

Assumptions reflect historical calibration proxies where no admin override is applied.

Classic public portfolio

Equity Income

Alternatives-integrated portfolio

Equity Income Alternatives

Alternative Sleeve Impact

Multi-Asset Sleeve

Run the model to view holding-level contribution and aggregate sleeve impact.

Sleeve Return--

Sleeve Income--

Sleeve Volatility--

Portfolio Contribution--

Holding	Sleeve %	Portfolio %	Expected Return	Income Yield	Volatility	Sleeve Contribution	Portfolio Contribution
Run the model to view sleeve holdings.

Monte Carlo sleeve breakdown will appear when probability analysis is available.

Deterministic Portfolio Comparison

Long-Term Assumptions

Comparison using long-term expected assumptions for strategic planning.

Metric	Core Portfolio / Baseline	With Alternatives / Integrated	Impact / Δ
Expected Income	--	--	--
Expected Return	--	--	--
5-Year Value	--	--	--
10-Year Value	--	--	--
Risk Score	--	--	--
Volatility	--	--	--
Liquidity Score	--	--	--

Composite Entry-Path Portfolio Comparison

Scenario-Weighted

Comparison using current scenario-weighted economic assumptions for tactical outlook.

Metric	Core Portfolio / Baseline	With Alternatives / Integrated	Impact / Δ
Expected Income	--	--	--
Expected Return	--	--	--
5-Year Value	--	--	--
10-Year Value	--	--	--
Risk Score	--	--	--
Volatility	--	--	--
Liquidity Score	--	--	--

Composite Outlook estimates long-term portfolio performance based on the economic regime at the time the investment begins. Each result is a 10-year path beginning in the stated regime. It does not represent ten years continuously spent in that regime.

Scenario	Year 1 Return	10-Year CAGR	5-year value	10-year value	Income estimate	Volatility	Liquidity	Risk

Across possible market paths

Monte Carlo Distribution

Scenario-aware simulation results will appear when the approved Monte Carlo feed is available.

Scenario-Aware Simulation

Median 10-Year Outcome --

Likely 10-Year Range --

Relative Portfolio Comparison

Paired comparison between the integrated portfolio and Monte Carlo Core using the same simulated public path.

Probability integrated exceeds paired Core --

Probability paired Core wins --

Absolute Downside Risk

Absolute downside characteristics of the integrated portfolio across simulated market paths.

Probability of Negative 10-Year Return --

5th Percentile 10-Year Outcome --

Monte Carlo Outcome Distribution

Distribution of simulated 10-year outcomes will appear when Monte Carlo is available.

Advisor interpretation

Run the model to view modeled outperformance evidence.
Baseline outperformance evidence will appear here.
Negative 10-year annualized return probability will appear here.
The likely 10-year range will appear here.
Results are estimates, not guarantees.

Interpretation: the legacy macro recurring-return forecast is scenario weighted and does not model explicit lifecycle cash flows. The Lifecycle Deterministic Projection models contractual cash flows and reinvestment and is the governing deterministic benchmark for Monte Carlo V2. Probability Analysis remains unavailable for uncertified lifecycle offerings.

Monte Carlo is a probability and range analysis. Results are estimates based on current assumptions and simulated scenarios, not guarantees. The baseline portfolio may outperform in some simulations.

Private-market simulations use fat-tail return distributions to better reflect downside and upside tail risk.

Private-market simulations vary exit timing by asset class, reflecting that exits may occur earlier or later than the model horizon.

Calibration proxies apply where no admin override exists.

Institutional Stress Testing

Structural Resilience Analysis

Structural Resilience Analysis compares the recommended portfolio with the Core Market portfolio under the same prolonged recession and stress conditions.

Stress Path

Recession to recovery, cropped to the stress event.

Capital Advantage Over Time

Recommended portfolio value minus Core Market over the modeled investment horizon.

Scenario Comparison

Metric	Core	Recommended	Difference

Drivers of Resilience

Advisor Takeaways

Advisor Conversation Center

How do I explain this to my client?

Use these talking points to explain the advisor-selected allocation in plain language.

Executive Takeaway

Use this section to summarize how the proposed allocation changes the portfolio in plain language.

Advisor-selected allocation

See details

Opportunity

Highlight the portfolio areas that improve, including diversification, income potential, public-market dependence, and resilience.

Portfolio opportunity

See details

Risks & Tradeoffs

Frame liquidity, concentration, valuation timing, manager execution, and holding-period tradeoffs clearly.

Client tradeoffs

See details

Client Conclusion

Use a balanced closing statement after reviewing the model output.

Client fit

See details

Advisor Chapter

Client Conversation Guide

Helping advisors explain expected outcomes, market-entry sensitivity, and structural resilience with confidence.

No single analysis determines the recommendation. The long-term expected case, market-entry sensitivity analysis, and severe-downside resilience review each answer a different advisor question and should be weighed together.

Recommended Client Conversation

Use this sequence to answer what the client is likely to ask next.

Deterministic Portfolio Comparison

Expected Outcome

What does the proposed allocation look like under long-term expected assumptions?

This is the strategic planning case for expected return, income, value, volatility, risk, and liquidity.

Composite Entry-Path Portfolio Comparison

Entry Timing

How could the result change depending on the market environment when the investment begins?

Tests expansion, inflation, recession, recovery, and financial stress entry environments.

Structural Resilience Framework™

Stress Outcome

How does the portfolio behave when markets deteriorate materially?

Focuses on downside severity, drawdown, recovery, stress return differences, and structural drivers.

Advisor Recommendation

Recommendation

What are the primary benefits, trade-offs, and suitability considerations?

Connects expected outcomes, entry sensitivity, downside behavior, liquidity, and time horizon.

Suggested Client Conversation

Run the model to generate a balanced, source-grounded client conversation.

Where does the additional value come from?

Breakdown of modeled value impact based on currently available portfolio assumptions.

Expected Additional 10-Year Value: Run model

Green = positive value contribution Amber = offset / reallocation effect

Component-level dollar attribution will be summarized when available in the live response.

Supporting explanations

Annual income impact Run model

Shows the annual income change from adding the selected alternative sleeve.

Alternative return contribution Run model

Summarizes available return attribution without inventing dollar-level component attribution.

Alternative appreciation mix Run model

Shows the appreciation component of the alternative return mix when provided by the model.

Modeled volatility impact Run model

Helps explain how modeled volatility changes with the advisor-selected allocation.

Liquidity score impact Run model

Frames liquidity as a tradeoff to review alongside potential return and income benefits.

Run the model to view the modeled value drivers.

Conversation Highlights

Use these compact highlights to connect the three analytical lenses without repeating the full tables.

The Legacy Composite Macro Recurring-Return Forecast, Composite Entry-Path Portfolio Comparison, Lifecycle Deterministic Projection, and Structural Resilience Framework™ are distinct methodologies. Only the Lifecycle Deterministic Projection is the deterministic parity benchmark for Monte Carlo V2.

Expected Outcome Run model

Deterministic highlights will appear after Portfolio Analysis runs.

Entry Timing Run model

Entry-path highlights will appear after Portfolio Analysis runs.

Stress Outcome Run model

Structural Resilience highlights will appear after Portfolio Analysis runs.

Client Trade-Off Run model

Trade-off summary will appear after Portfolio Analysis runs.

Conversation Highlights will appear after Portfolio Analysis runs.

How confident are we in the proposed recommendation?

This recommendation is supported by multiple independent analytical methods rather than a single expected-case projection.

Recommendation Support Pending

Evidence pending

Overall Recommendation

Evidence Summary

Run the model to summarize recommendation support.

Recommendation confidence will summarize the evidence accumulated across the modeling workflow.

Structural Resilience: Stress-Test Interpretation

Two portfolios can have similar expected returns but behave very differently when markets fall sharply. Structural Resilience evaluates the depth of modeled losses, the speed of recovery, and the portfolio characteristics that drive the difference.

Structural Resilience analysis is not available for this portfolio configuration.

View full Structural Resilience analysis

Suggested Meeting Flow

Begin with the expected case.
Test whether the conclusion changes across different entry environments.
Examine how the portfolio behaves during severe stress.
Explain the return, resilience, liquidity, and time-horizon trade-offs.
Connect the findings to the client’s objectives and suitability.

The advisor should present this as a long-term allocation decision with potential benefits and trade-offs, not as a guaranteed improvement.

This conversation guide supports advisor discussion and does not constitute an investment recommendation by Alts Custodian.

Results are estimates based on current assumptions. Private markets may involve illiquidity, valuation uncertainty, and limited access to capital. Probability analysis will appear when the approved Monte Carlo feed is connected.

Analysis is based on deterministic modeling, Composite Outlook, and approved probability analysis when available. Results are estimates, not guarantees.

Portfolio construction beyond traditional markets.

Classic public portfolio

Alternatives-integrated portfolio

Alternative Sleeve Impact

Composite Outlook — Legacy Composite Macro Recurring-Return Forecast i

Deterministic Portfolio Comparison

Composite Entry-Path Portfolio Comparison

Monte Carlo Distribution

Relative Portfolio Comparison

Absolute Downside Risk

Advisor interpretation

Structural Resilience Analysis

Scenario Comparison

Drivers of Resilience

Advisor Takeaways

How do I explain this to my client?

Executive Takeaway

Opportunity

Risks & Tradeoffs

Client Conclusion

Client Conversation Guide

Recommended Client Conversation

Expected Outcome

Entry Timing

Stress Outcome

Recommendation

Suggested Client Conversation

Where does the additional value come from?

Supporting explanations

Conversation Highlights

How confident are we in the proposed recommendation?

Structural Resilience: Stress-Test Interpretation

Suggested Meeting Flow

Advisor Proposal Summary

Let’s build the future of your portfolio—together.

Model Parameter Console

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