-32.3%
TWLO vs AIG
+53.2%
-85.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -2.4% | -1.2% | -1.3% | -1.9% |
| 30D | -7.8% | -1.1% | -6.7% | -7.3% |
| 3M | +10.0% | +0.7% | +9.4% | +9.2% |
| 6M | +79.5% | -2.2% | +81.6% | +80.6% |
| YTD | +59.8% | -10.8% | +70.7% | +67.1% |
| 1Y | +121.7% | -2.0% | +123.7% | +120.2% |
| 3Y | +240.8% | +34.8% | +206.0% | +180.0% |
| All | -32.3% | +53.2% | -85.5% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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