+30.6%
VCIT vs AME
+465.0%
-434.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -0.1% |
| 7D | +0.7% | -1.5% | +2.2% | +0.8% |
| 30D | +1.8% | -4.2% | +6.0% | +1.9% |
| 3M | -1.6% | -5.9% | +4.4% | -1.4% |
| 6M | -2.1% | +2.8% | -4.9% | -2.3% |
| YTD | -1.6% | +16.6% | -18.1% | -2.3% |
| 1Y | -0.8% | +22.1% | -22.9% | -1.7% |
| 3Y | +19.9% | +64.7% | -44.7% | +17.3% |
| 5Y | +3.3% | +76.6% | -73.3% | +0.4% |
| 10Y | +30.6% | +443.9% | -413.2% | +30.3% |
| All | +30.6% | +465.0% | -434.4% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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