+684.6%
TWLO vs AEE
+180.2%
+504.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.2% |
| 7D | -1.2% | +1.3% | -2.5% | -1.4% |
| 30D | -6.4% | -1.2% | -5.1% | -6.2% |
| 3M | +6.3% | +1.0% | +5.3% | +5.9% |
| 6M | +76.4% | -2.3% | +78.7% | +76.5% |
| YTD | +58.8% | +9.1% | +49.7% | +55.0% |
| 1Y | +107.1% | +10.6% | +96.5% | +101.3% |
| 3Y | +245.0% | +48.5% | +196.5% | +213.0% |
| 5Y | -36.0% | +39.9% | -75.8% | -41.5% |
| 10Y | +293.2% | +185.7% | +107.5% | +261.7% |
| All | +684.6% | +180.2% | +504.4% | +623.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling