-35.6%
TWLO vs ACI
-43.7%
+8.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.7% |
| 7D | +0.2% | -5.0% | +5.2% | +0.4% |
| 30D | -9.1% | -2.3% | -6.8% | -9.1% |
| 3M | +11.0% | -23.2% | +34.2% | +12.1% |
| 6M | +79.4% | -29.5% | +108.8% | +82.0% |
| YTD | +59.7% | -28.6% | +88.3% | +61.7% |
| 1Y | +112.3% | -34.0% | +146.4% | +116.4% |
| 3Y | +247.0% | -45.0% | +291.9% | +257.7% |
| 5Y | -35.6% | -44.0% | +8.4% | -37.5% |
| All | -35.6% | -43.7% | +8.1% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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