+301.0%
TWLO vs AEM
+378.0%
-77.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.9% |
| 7D | -2.4% | -2.1% | -0.3% | -2.1% |
| 30D | -7.8% | +8.4% | -16.3% | -9.1% |
| 3M | +10.0% | +27.3% | -17.3% | +5.8% |
| 6M | +79.5% | -9.7% | +89.1% | +80.7% |
| YTD | +59.8% | +19.0% | +40.9% | +53.5% |
| 1Y | +121.7% | +31.5% | +90.2% | +108.5% |
| 3Y | +240.8% | +338.7% | -97.9% | +157.8% |
| 5Y | -33.6% | +307.4% | -341.0% | -50.1% |
| All | +301.0% | +378.0% | -77.0% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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