+1,179.1%
VST vs AME
+442.0%
+737.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | +19.2% | +8.1% | +11.1% | +13.2% |
| 30D | -17.2% | -3.8% | -13.4% | -14.3% |
| 3M | -8.1% | -6.6% | -1.5% | -3.1% |
| 6M | -8.1% | +4.6% | -12.7% | -10.2% |
| YTD | -16.3% | +17.9% | -34.2% | -24.8% |
| 1Y | -24.1% | +23.2% | -47.3% | -33.8% |
| 3Y | +300.2% | +62.9% | +237.3% | +191.9% |
| 5Y | +645.9% | +77.5% | +568.4% | +405.9% |
| All | +1,179.1% | +442.0% | +737.1% | +379.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling