+1,088.3%
VST vs AEM
+342.2%
+746.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.5% |
| 7D | +19.2% | -5.6% | +24.8% | +20.3% |
| 30D | -17.2% | -3.9% | -13.3% | -16.8% |
| 3M | -8.1% | -3.4% | -4.7% | -8.1% |
| 6M | -8.1% | -9.0% | +0.9% | -7.5% |
| YTD | -16.3% | +5.9% | -22.2% | -18.1% |
| 1Y | -24.1% | +4.0% | -28.1% | -25.6% |
| 3Y | +300.2% | +298.8% | +1.4% | +226.5% |
| 5Y | +645.9% | +250.7% | +395.2% | +508.2% |
| 10Y | +1,152.2% | +405.9% | +746.2% | +895.2% |
| All | +1,088.3% | +342.2% | +746.2% | +813.8% |
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