-65.5%
AAL vs VCIT
+30.3%
-95.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.6% |
| 7D | +10.1% | +0.1% | +10.0% | +9.9% |
| 30D | +10.6% | +1.1% | +9.5% | +8.9% |
| 3M | -5.9% | -1.4% | -4.6% | -4.0% |
| 6M | +5.7% | -2.3% | +8.0% | +9.8% |
| YTD | -8.0% | -1.8% | -6.2% | -4.8% |
| 1Y | +6.0% | -1.0% | +7.0% | +8.6% |
| 3Y | +19.6% | +19.3% | +0.3% | -2.6% |
| 5Y | -34.6% | +3.8% | -38.4% | -36.6% |
| 10Y | -65.5% | +30.6% | -96.0% | -68.1% |
| All | -65.5% | +30.3% | -95.7% | -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