+30.6%
VCIT vs AIG
+70.6%
-39.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.4% | 0.0% |
| 7D | +0.7% | -3.4% | +4.1% | +0.8% |
| 30D | +1.8% | +3.4% | -1.6% | +1.7% |
| 3M | -1.6% | +1.7% | -3.3% | -1.6% |
| 6M | -2.1% | +5.7% | -7.8% | -2.3% |
| YTD | -1.6% | -5.1% | +3.6% | -1.5% |
| 1Y | -0.8% | +6.1% | -6.9% | -1.1% |
| 3Y | +19.9% | +35.5% | -15.5% | +18.6% |
| 5Y | +3.3% | +51.9% | -48.6% | +1.5% |
| 10Y | +30.6% | +68.2% | -37.6% | +22.2% |
| All | +30.6% | +70.6% | -39.9% | +22.2% |
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