+121.7%
TWLO vs AEIS
+81.9%
+39.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.6% | -1.6% |
| 7D | -2.4% | +2.3% | -4.7% | -2.4% |
| 30D | -7.8% | -14.8% | +7.0% | -7.9% |
| 3M | +10.0% | -15.6% | +25.6% | +10.0% |
| 6M | +79.5% | -8.7% | +88.2% | +77.7% |
| YTD | +59.8% | +37.3% | +22.5% | +47.0% |
| 1Y | +121.7% | +80.3% | +41.3% | +80.2% |
| All | +121.7% | +81.9% | +39.8% | +80.2% |
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