+31.5%
VCIT vs AEIS
+375.1%
-343.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.1% |
| 7D | -0.5% | +9.5% | -10.0% | -0.8% |
| 30D | +1.5% | -17.5% | +19.0% | +1.9% |
| 3M | -1.0% | -29.3% | +28.3% | -0.2% |
| 6M | -1.7% | -34.7% | +33.0% | -0.9% |
| YTD | -1.4% | +10.7% | -12.1% | -2.4% |
| 1Y | -0.9% | +7.4% | -8.3% | -1.9% |
| 3Y | +19.8% | +161.1% | -141.3% | +14.6% |
| 5Y | +4.6% | +150.7% | -146.1% | -0.2% |
| 10Y | +31.5% | +360.8% | -329.3% | +21.5% |
| All | +31.5% | +375.1% | -343.6% | +21.5% |
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