-64.8%
AAL vs TWLO
+312.8%
-377.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.9% | +1.5% |
| 7D | -0.9% | -2.4% | +1.5% | -0.5% |
| 30D | -12.9% | -7.8% | -5.0% | -11.7% |
| 3M | -11.2% | +10.0% | -21.2% | -13.5% |
| 6M | +17.8% | +79.5% | -61.6% | +2.9% |
| YTD | -15.1% | +59.8% | -75.0% | -24.7% |
| 1Y | +0.5% | +121.7% | -121.2% | -16.6% |
| 3Y | -7.7% | +240.8% | -248.5% | -30.8% |
| 5Y | -31.3% | -33.6% | +2.2% | -39.4% |
| All | -64.8% | +312.8% | -377.6% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 10y: compounded portfolio wealth divided by compounded TWLO 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…
10y analysis · Full analysis span regression · 6 months rolling