+1,205.2%
VST vs AME
+465.0%
+740.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.2% | +3.1% | +4.4% |
| 7D | -0.5% | -1.5% | +1.0% | +1.2% |
| 30D | -17.1% | -4.2% | -12.9% | -13.9% |
| 3M | -4.6% | -5.9% | +1.4% | +0.2% |
| 6M | -9.1% | +2.8% | -11.9% | -10.1% |
| YTD | -16.6% | +16.6% | -33.2% | -24.5% |
| 1Y | -29.5% | +22.1% | -51.6% | -38.1% |
| 3Y | +297.5% | +64.7% | +232.8% | +188.4% |
| 5Y | +654.5% | +76.6% | +577.9% | +414.3% |
| 10Y | +1,205.2% | +443.9% | +761.4% | +405.2% |
| All | +1,205.2% | +465.0% | +740.2% | +405.2% |
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