+684.6%
TWLO vs AEM
+386.0%
+298.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.8% |
| 7D | -1.2% | +4.3% | -5.5% | -1.8% |
| 30D | -6.4% | +13.1% | -19.5% | -8.2% |
| 3M | +6.3% | +24.8% | -18.5% | +2.6% |
| 6M | +76.4% | -8.2% | +84.7% | +77.3% |
| YTD | +58.8% | +19.8% | +39.0% | +52.5% |
| 1Y | +107.1% | +32.1% | +75.0% | +94.9% |
| 3Y | +245.0% | +348.2% | -103.2% | +161.6% |
| 5Y | -36.0% | +297.5% | -333.4% | -51.4% |
| 10Y | +293.2% | +343.3% | -50.1% | +196.8% |
| All | +684.6% | +386.0% | +298.6% | +505.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling