+29.3%
VCIT vs AIG
+61.7%
-32.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | -0.8% | -5.2% | +4.4% | -0.6% |
| 3M | -0.5% | +1.5% | -2.0% | -0.6% |
| 6M | -1.4% | -3.9% | +2.6% | -1.3% |
| YTD | -0.8% | -11.6% | +10.8% | -0.5% |
| 1Y | +0.3% | -2.9% | +3.2% | +0.3% |
| 3Y | +19.2% | +33.7% | -14.5% | +17.9% |
| 5Y | +3.6% | +52.7% | -49.1% | +1.7% |
| 10Y | +29.3% | +62.6% | -33.3% | +20.7% |
| All | +29.3% | +61.7% | -32.4% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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