+4.1%
VCIT vs AA
-17.9%
+22.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.1% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | +0.6% | -0.6% | +1.2% | +0.6% |
| 3M | -2.2% | -19.7% | +17.4% | -1.8% |
| 6M | -2.3% | -41.6% | +39.3% | -1.3% |
| YTD | -2.2% | -24.6% | +22.4% | -1.9% |
| 1Y | -1.4% | +4.9% | -6.2% | -1.8% |
| 3Y | +18.7% | +66.8% | -48.1% | +15.8% |
| All | +4.1% | -17.9% | +22.0% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling