+31.5%
VCIT vs AA
+48.4%
-16.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | 0.0% |
| 7D | -0.5% | +1.1% | -1.6% | -0.5% |
| 30D | +1.5% | -1.3% | +2.7% | +1.5% |
| 3M | -1.0% | -23.9% | +23.0% | -0.5% |
| 6M | -1.7% | -36.8% | +35.1% | -1.0% |
| YTD | -1.4% | -22.2% | +20.8% | -1.1% |
| 1Y | -0.9% | +10.4% | -11.3% | -1.3% |
| 3Y | +19.8% | +72.0% | -52.2% | +17.9% |
| 5Y | +4.6% | -15.6% | +20.2% | +3.7% |
| 10Y | +31.5% | +47.8% | -16.3% | +24.5% |
| All | +31.5% | +48.4% | -16.9% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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