+645.9%
VST vs AME
+79.2%
+566.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | +19.2% | +8.1% | +11.1% | +12.7% |
| 30D | -17.2% | -3.8% | -13.4% | -14.1% |
| 3M | -8.1% | -6.6% | -1.5% | -2.8% |
| 6M | -8.1% | +4.6% | -12.7% | -10.4% |
| YTD | -16.3% | +17.9% | -34.2% | -25.4% |
| 1Y | -24.1% | +23.2% | -47.3% | -34.5% |
| 3Y | +300.2% | +62.9% | +237.3% | +189.0% |
| 5Y | +645.9% | +77.5% | +568.4% | +380.1% |
| All | +645.9% | +79.2% | +566.7% | +380.1% |
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