-18.9%
VST vs AEE
+10.3%
-29.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.3% |
| 7D | +9.9% | +1.3% | +8.6% | +9.5% |
| 30D | +7.9% | -1.2% | +9.2% | +8.3% |
| 3M | +3.4% | +1.0% | +2.4% | +1.9% |
| 6M | -4.1% | -2.3% | -1.8% | -4.6% |
| YTD | -5.7% | +9.1% | -14.8% | -7.2% |
| 1Y | -18.9% | +10.6% | -29.4% | -14.3% |
| All | -18.9% | +10.3% | -29.2% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AEE 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling