+66.4%
AEP vs TWLO
-34.2%
+100.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.0% |
| 7D | -1.0% | -3.9% | +2.9% | -1.0% |
| 30D | -0.1% | -9.7% | +9.6% | -0.1% |
| 3M | -3.2% | +11.6% | -14.8% | -3.3% |
| 6M | -5.3% | +84.7% | -90.0% | -5.6% |
| YTD | +9.5% | +62.5% | -53.0% | +9.3% |
| 1Y | +17.5% | +121.7% | -104.2% | +16.7% |
| 3Y | +77.0% | +253.0% | -176.0% | +72.3% |
| 5Y | +66.4% | -32.5% | +98.9% | +53.3% |
| All | +66.4% | -34.2% | +100.6% | +53.3% |
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