+635.3%
VST vs AME
+76.9%
+558.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | -6.0% | -4.1% | -1.9% | -2.5% |
| 30D | -18.8% | -4.1% | -14.6% | -15.5% |
| 3M | -8.0% | -5.6% | -2.4% | -3.4% |
| 6M | -10.9% | +2.8% | -13.8% | -12.1% |
| YTD | -18.3% | +16.6% | -34.9% | -26.6% |
| 1Y | -29.9% | +21.1% | -51.0% | -38.7% |
| 3Y | +290.3% | +61.1% | +229.2% | +184.4% |
| 5Y | +635.3% | +76.6% | +558.7% | +376.5% |
| All | +635.3% | +76.9% | +558.4% | +376.5% |
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