+1,205.2%
VST vs AEM
+366.3%
+838.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.8% | +2.5% | +6.5% |
| 7D | -0.5% | +17.8% | -18.3% | -3.5% |
| 30D | -17.1% | +6.2% | -23.3% | -18.1% |
| 3M | -4.6% | +12.5% | -17.1% | -6.9% |
| 6M | -9.1% | +4.4% | -13.5% | -10.4% |
| YTD | -16.6% | +19.2% | -35.8% | -20.0% |
| 1Y | -29.5% | +25.5% | -55.0% | -32.9% |
| 3Y | +297.5% | +346.4% | -48.9% | +217.2% |
| 5Y | +654.5% | +305.7% | +348.9% | +500.0% |
| 10Y | +1,205.2% | +375.9% | +829.3% | +887.0% |
| All | +1,205.2% | +366.3% | +838.9% | +887.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling