+3.3%
VCIT vs AME
+62.5%
-59.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.2% | +0.6% |
| 7D | +0.5% | -11.4% | +11.9% | +1.2% |
| 30D | +2.1% | -12.1% | +14.2% | +2.9% |
| 3M | -1.6% | -12.3% | +10.8% | -0.8% |
| 6M | -1.6% | -4.6% | +3.1% | -1.5% |
| YTD | -1.5% | +9.1% | -10.6% | -2.4% |
| 1Y | -0.4% | +13.3% | -13.7% | -1.6% |
| 3Y | +19.6% | +58.2% | -38.6% | +13.7% |
| 5Y | +3.3% | +63.4% | -60.2% | -3.8% |
| All | +3.3% | +62.5% | -59.3% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling