+373.4%
VST vs AEM
+352.4%
+21.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.9% |
| 7D | +8.9% | -0.5% | +9.4% | +9.0% |
| 30D | +6.2% | +24.0% | -17.8% | -1.4% |
| 3M | -2.7% | +16.1% | -18.8% | -8.1% |
| 6M | -8.4% | -11.6% | +3.3% | -6.3% |
| YTD | -7.2% | +21.5% | -28.7% | -15.5% |
| 1Y | -20.9% | +39.2% | -60.1% | -31.6% |
| All | +373.4% | +352.4% | +21.0% | +174.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling