-35.2%
AAL vs TWLO
-30.7%
-4.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -0.1% | +4.5% | -4.6% | -1.2% |
| 30D | +11.7% | -22.1% | +33.8% | +18.1% |
| 3M | -12.5% | -15.3% | +2.8% | -10.3% |
| 6M | +3.6% | +9.7% | -6.0% | -3.2% |
| YTD | -14.1% | +48.5% | -62.6% | -28.1% |
| 1Y | +0.8% | +70.3% | -69.6% | -19.2% |
| 3Y | +11.8% | +261.4% | -249.6% | -32.6% |
| All | -35.2% | -30.7% | -4.5% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling