+301.0%
TWLO vs AEIS
+562.2%
-261.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.6% | -3.5% |
| 7D | -2.4% | +2.3% | -4.7% | -3.5% |
| 30D | -7.8% | -14.8% | +7.0% | -2.7% |
| 3M | +10.0% | -15.6% | +25.6% | +12.7% |
| 6M | +79.5% | -8.7% | +88.2% | +71.6% |
| YTD | +59.8% | +37.3% | +22.5% | +23.6% |
| 1Y | +121.7% | +80.3% | +41.3% | +48.6% |
| 3Y | +240.8% | +177.9% | +62.9% | +75.5% |
| 5Y | -33.6% | +235.8% | -269.4% | -69.1% |
| All | +301.0% | +562.2% | -261.2% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling