-65.4%
AAL vs VCIT
+29.7%
-95.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.4% | +7.3% |
| 7D | +8.3% | +0.7% | +7.5% | +7.2% |
| 30D | +11.0% | +1.8% | +9.2% | +8.3% |
| 3M | -11.2% | -1.6% | -9.6% | -9.0% |
| 6M | +6.1% | -2.1% | +8.2% | +9.8% |
| YTD | -7.6% | -1.6% | -6.1% | -4.7% |
| 1Y | +3.7% | -0.8% | +4.5% | +6.0% |
| 3Y | +20.5% | +19.9% | +0.6% | -2.5% |
| 5Y | -36.4% | +3.3% | -39.7% | -37.9% |
| 10Y | -65.4% | +30.6% | -96.1% | -68.1% |
| All | -65.4% | +29.7% | -95.1% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling