-32.3%
TWLO vs AEE
+38.7%
-71.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.4% | -0.8% | -1.6% | -2.3% |
| 30D | -7.8% | -2.9% | -4.9% | -7.5% |
| 3M | +10.0% | -2.4% | +12.4% | +10.2% |
| 6M | +79.5% | -2.7% | +82.2% | +79.4% |
| YTD | +59.8% | +7.3% | +52.6% | +56.3% |
| 1Y | +121.7% | +7.5% | +114.1% | +116.3% |
| 3Y | +240.8% | +46.2% | +194.6% | +208.5% |
| All | -32.3% | +38.7% | -71.0% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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