+1,112.0%
VST vs AME
+442.8%
+669.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.5% | +8.0% | +8.8% |
| 7D | -9.8% | -5.2% | -4.6% | -6.0% |
| 30D | -25.1% | -8.0% | -17.1% | -20.1% |
| 3M | -11.6% | -8.9% | -2.7% | -5.2% |
| 6M | -20.9% | -5.0% | -15.9% | -17.6% |
| YTD | -22.3% | +11.9% | -34.2% | -27.7% |
| 1Y | -32.0% | +16.6% | -48.6% | -38.5% |
| 3Y | +262.4% | +62.5% | +199.9% | +165.7% |
| 5Y | +563.4% | +67.6% | +495.8% | +368.6% |
| All | +1,112.0% | +442.8% | +669.2% | +387.8% |
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