+349.3%
AAL vs VCIT
+98.3%
+251.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.7% | -0.3% | -3.4% | -3.4% |
| 30D | -20.8% | -0.8% | -20.0% | -20.2% |
| 3M | -1.3% | -1.0% | -0.3% | -0.2% |
| 6M | +5.4% | -1.8% | +7.2% | +7.6% |
| YTD | -14.4% | -0.7% | -13.7% | -13.4% |
| 1Y | +2.1% | +1.0% | +1.1% | +1.9% |
| 3Y | -10.6% | +18.8% | -29.4% | -20.8% |
| 5Y | -32.2% | +3.5% | -35.7% | -35.4% |
| 10Y | -62.7% | +29.2% | -91.9% | -65.8% |
| All | +349.3% | +98.3% | +251.0% | +415.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling