+170.5%
AEP vs TWLO
+312.8%
-142.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | -0.9% | -2.4% | +1.5% | -0.9% |
| 30D | -1.1% | -7.8% | +6.8% | -1.0% |
| 3M | -3.3% | +10.0% | -13.3% | -3.5% |
| 6M | -4.6% | +79.5% | -84.1% | -5.7% |
| YTD | +9.4% | +59.8% | -50.4% | +8.4% |
| 1Y | +16.9% | +121.7% | -104.7% | +15.0% |
| 3Y | +76.6% | +240.8% | -164.2% | +70.7% |
| 5Y | +66.2% | -33.6% | +99.8% | +64.0% |
| All | +170.5% | +312.8% | -142.3% | +162.5% |
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 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