-26.4%
VST vs AME
+21.3%
-47.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | -6.0% | -4.1% | -1.9% | -2.3% |
| 30D | -18.8% | -4.1% | -14.6% | -15.4% |
| 3M | -8.0% | -5.6% | -2.4% | -3.3% |
| 6M | -10.9% | +2.8% | -13.8% | -12.5% |
| YTD | -18.3% | +16.6% | -34.9% | -29.3% |
| All | -26.4% | +21.3% | -47.7% | -37.2% |
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 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