-20.9%
VST vs AME
+29.8%
-50.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.8% |
| 7D | +8.9% | +0.6% | +8.3% | +8.6% |
| 30D | +6.2% | -6.7% | +12.9% | +9.6% |
| 3M | -2.7% | +4.1% | -6.8% | -5.0% |
| 6M | -8.4% | +1.6% | -9.9% | -10.7% |
| YTD | -7.2% | +16.1% | -23.3% | -12.0% |
| 1Y | -20.9% | +27.3% | -48.2% | -25.0% |
| All | -20.9% | +29.8% | -50.7% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling