+119.7%
TWLO vs AEIS
+93.3%
+26.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.1% |
| 7D | -2.0% | +3.0% | -5.0% | -2.0% |
| 30D | +20.6% | -14.6% | +35.2% | +20.5% |
| 3M | -1.5% | -12.4% | +10.9% | -1.5% |
| 6M | +89.4% | -15.0% | +104.4% | +88.3% |
| YTD | +63.8% | +34.3% | +29.5% | +50.6% |
| 1Y | +119.7% | +87.4% | +32.4% | +76.4% |
| All | +119.7% | +93.3% | +26.4% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling