+1,121.2%
VST vs AEE
+217.4%
+903.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -6.0% | +3.0% | -9.0% | -7.5% |
| 30D | -18.8% | +11.2% | -30.0% | -23.2% |
| 3M | -8.0% | +7.0% | -15.0% | -11.3% |
| 6M | -10.9% | +5.7% | -16.6% | -14.0% |
| YTD | -18.3% | +16.2% | -34.6% | -24.7% |
| 1Y | -29.9% | +12.0% | -42.0% | -34.2% |
| 3Y | +290.3% | +63.4% | +226.9% | +199.2% |
| 5Y | +635.3% | +56.0% | +579.3% | +474.9% |
| All | +1,121.2% | +217.4% | +903.8% | +740.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling