-68.3%
AAL vs VCIT
+31.2%
-99.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -4.6% |
| 7D | +2.9% | -1.4% | +4.3% | +5.1% |
| 30D | +6.5% | +0.8% | +5.7% | +5.4% |
| 3M | -10.9% | -1.7% | -9.1% | -8.4% |
| 6M | +4.9% | -2.1% | +7.0% | +8.7% |
| YTD | -13.2% | -2.0% | -11.1% | -9.8% |
| 1Y | -1.1% | -1.5% | +0.4% | +2.1% |
| 3Y | +12.8% | +19.0% | -6.2% | -7.8% |
| 5Y | -34.4% | +3.8% | -38.2% | -36.3% |
| All | -68.3% | +31.2% | -99.5% | -70.8% |
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