+608.4%
VST vs AME
+77.7%
+530.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.4% |
| 7D | +6.6% | +5.9% | +0.7% | +2.2% |
| 30D | -12.4% | -1.9% | -10.5% | -10.4% |
| 3M | -9.0% | -5.4% | -3.6% | -4.7% |
| 6M | -6.4% | +4.9% | -11.4% | -9.0% |
| YTD | -17.2% | +18.5% | -35.7% | -26.5% |
| 1Y | -22.0% | +25.5% | -47.5% | -33.6% |
| 3Y | +296.7% | +63.0% | +233.6% | +186.0% |
| All | +608.4% | +77.7% | +530.7% | +353.3% |
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