+28.9%
VCIT vs AME
+442.8%
-413.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.2% |
| 7D | +0.1% | -5.2% | +5.3% | +0.3% |
| 30D | +1.9% | -8.0% | +9.9% | +2.2% |
| 3M | -1.4% | -8.9% | +7.5% | -1.1% |
| 6M | -2.1% | -5.0% | +2.9% | -2.0% |
| YTD | -1.6% | +11.9% | -13.5% | -2.2% |
| 1Y | -0.9% | +16.6% | -17.5% | -1.6% |
| 3Y | +20.0% | +62.5% | -42.5% | +17.4% |
| 5Y | +3.1% | +67.6% | -64.5% | +0.5% |
| All | +28.9% | +442.8% | -413.9% | +30.8% |
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