+227.8%
VST vs AME
+58.2%
+169.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.9% | -0.2% | -1.2% |
| 7D | -19.9% | -11.4% | -8.5% | -11.1% |
| 30D | -29.7% | -12.1% | -17.6% | -21.3% |
| 3M | -19.6% | -12.3% | -7.2% | -9.8% |
| 6M | -29.4% | -4.6% | -24.8% | -26.2% |
| YTD | -29.7% | +9.1% | -38.8% | -34.7% |
| 1Y | -40.0% | +13.3% | -53.3% | -46.0% |
| All | +227.8% | +58.2% | +169.6% | +154.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling