+684.6%
TWLO vs AEIS
+670.6%
+14.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -4.1% |
| 7D | -1.2% | +8.1% | -9.3% | -4.3% |
| 30D | -6.4% | -11.1% | +4.8% | -2.8% |
| 3M | +6.3% | -5.6% | +11.9% | +3.7% |
| 6M | +76.4% | -0.6% | +77.1% | +62.5% |
| YTD | +58.8% | +38.0% | +20.8% | +22.5% |
| 1Y | +107.1% | +87.2% | +19.9% | +36.0% |
| 3Y | +245.0% | +179.7% | +65.3% | +76.3% |
| 5Y | -36.0% | +241.7% | -277.7% | -70.6% |
| 10Y | +293.2% | +547.2% | -254.0% | -6.6% |
| All | +684.6% | +670.6% | +14.1% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling