+240.8%
TWLO vs AEM
+339.2%
-98.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.8% |
| 7D | -2.4% | -2.1% | -0.3% | -2.2% |
| 30D | -7.8% | +8.4% | -16.3% | -8.5% |
| 3M | +10.0% | +27.3% | -17.3% | +7.8% |
| 6M | +79.5% | -9.7% | +89.1% | +81.0% |
| YTD | +59.8% | +19.0% | +40.9% | +56.0% |
| 1Y | +121.7% | +31.5% | +90.2% | +112.6% |
| 3Y | +240.8% | +338.7% | -97.9% | +169.9% |
| All | +240.8% | +339.2% | -98.4% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling