+1,216.9%
VST vs AEM
+407.4%
+809.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.7% |
| 7D | +8.9% | -0.5% | +9.4% | +8.9% |
| 30D | +6.2% | +24.0% | -17.8% | +2.2% |
| 3M | -2.7% | +16.1% | -18.8% | -5.6% |
| 6M | -8.4% | -11.6% | +3.3% | -7.4% |
| YTD | -7.2% | +21.5% | -28.7% | -11.0% |
| 1Y | -20.9% | +39.2% | -60.1% | -25.8% |
| 3Y | +384.0% | +347.4% | +36.6% | +287.4% |
| 5Y | +757.1% | +290.1% | +466.9% | +585.8% |
| All | +1,216.9% | +407.4% | +809.4% | +892.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling