-31.2%
TWLO vs AEM
+298.9%
-330.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.1% |
| 7D | -3.9% | -5.0% | +1.2% | -3.2% |
| 30D | -9.7% | +8.5% | -18.2% | -10.8% |
| 3M | +11.6% | +29.3% | -17.7% | +7.6% |
| 6M | +84.7% | -12.9% | +97.6% | +87.3% |
| YTD | +62.5% | +16.8% | +45.7% | +56.8% |
| 1Y | +121.7% | +29.8% | +91.9% | +109.1% |
| 3Y | +253.0% | +336.7% | -83.8% | +162.0% |
| All | -31.2% | +298.9% | -330.1% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling