+97.1%
VCIT vs AIG
+262.4%
-165.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.8% |
| 3M | -1.1% | +1.7% | -2.9% | -1.1% |
| 6M | -1.7% | +5.7% | -7.3% | -1.7% |
| YTD | -1.1% | -5.1% | +4.0% | -1.1% |
| 1Y | -0.4% | +6.1% | -6.4% | -0.4% |
| 3Y | +20.5% | +35.5% | -15.0% | +20.1% |
| 5Y | +3.8% | +51.9% | -48.2% | +3.3% |
| 10Y | +31.2% | +68.2% | -37.0% | +28.2% |
| All | +97.1% | +262.4% | -165.4% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling