+169.5%
AEP vs TWLO
+841.6%
-672.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +0.8% |
| 7D | +2.0% | -1.2% | +3.2% | +2.0% |
| 30D | +0.5% | -6.4% | +6.9% | +0.6% |
| 3M | -0.3% | +6.3% | -6.6% | -0.5% |
| 6M | -3.5% | +76.4% | -79.9% | -4.4% |
| YTD | +11.3% | +58.8% | -47.5% | +10.3% |
| 1Y | +20.2% | +107.1% | -86.9% | +18.6% |
| 3Y | +79.8% | +245.0% | -165.2% | +74.2% |
| 5Y | +65.6% | -36.0% | +101.5% | +63.5% |
| 10Y | +169.3% | +293.2% | -123.9% | +159.3% |
| All | +169.5% | +841.6% | -672.1% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling