+30.6%
VCIT vs AEIS
+347.9%
-317.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | +0.1% | -6.9% | +7.0% | +0.2% |
| 30D | +1.1% | -23.2% | +24.3% | +1.7% |
| 3M | -1.4% | -29.5% | +28.1% | -0.6% |
| 6M | -2.3% | -37.9% | +35.6% | -1.4% |
| YTD | -1.8% | +6.0% | -7.8% | -2.7% |
| 1Y | -1.0% | +1.2% | -2.2% | -1.8% |
| 3Y | +19.3% | +150.0% | -130.7% | +14.3% |
| 5Y | +3.8% | +141.9% | -138.1% | -0.9% |
| 10Y | +30.6% | +356.2% | -325.6% | +21.0% |
| All | +30.6% | +347.9% | -317.4% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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