+588.9%
VST vs AME
+66.2%
+522.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.5% | +8.0% | +8.6% |
| 7D | -9.8% | -5.2% | -4.6% | -5.6% |
| 30D | -25.1% | -8.0% | -17.1% | -19.7% |
| 3M | -11.6% | -8.9% | -2.7% | -4.7% |
| 6M | -20.9% | -5.0% | -15.9% | -17.4% |
| YTD | -22.3% | +11.9% | -34.2% | -28.1% |
| 1Y | -32.0% | +16.6% | -48.6% | -38.9% |
| 3Y | +262.4% | +62.5% | +199.9% | +164.3% |
| All | +588.9% | +66.2% | +522.7% | +359.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling