-34.9%
VST vs AME
+21.1%
-56.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.6% | -9.2% | -10.1% |
| 7D | -15.7% | -4.4% | -11.3% | -12.2% |
| 30D | -17.0% | -5.9% | -11.1% | -12.4% |
| 3M | -15.9% | -6.5% | -9.3% | -11.0% |
| 6M | -25.0% | +3.2% | -28.2% | -26.3% |
| YTD | -25.1% | +16.0% | -41.1% | -34.7% |
| 1Y | -34.9% | +20.4% | -55.3% | -43.9% |
| All | -34.9% | +21.1% | -56.0% | -43.9% |
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