+262.4%
VST vs AEE
+57.7%
+204.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.5% | +10.5% |
| 7D | -9.8% | +2.1% | -11.9% | -10.5% |
| 30D | -25.1% | +11.4% | -36.5% | -28.1% |
| 3M | -11.6% | +5.0% | -16.6% | -13.2% |
| 6M | -20.9% | +4.4% | -25.4% | -22.6% |
| YTD | -22.3% | +15.4% | -37.7% | -26.3% |
| 1Y | -32.0% | +13.8% | -45.8% | -35.2% |
| 3Y | +262.4% | +58.0% | +204.4% | +226.8% |
| All | +262.4% | +57.7% | +204.7% | +226.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling