-67.1%
AAL vs JBHT
+192.4%
-259.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | +4.6% | -1.6% | +6.2% | +5.7% |
| 30D | +2.6% | -2.3% | +4.9% | +4.0% |
| 3M | -17.8% | -18.5% | +0.7% | -8.8% |
| 6M | +1.9% | -11.3% | +13.1% | +6.6% |
| YTD | -14.0% | +12.6% | -26.6% | -22.1% |
| 1Y | +0.2% | +29.8% | -29.5% | -16.5% |
| 3Y | +13.0% | +28.1% | -15.1% | -9.2% |
| 5Y | -39.6% | +17.7% | -57.3% | -50.1% |
| All | -67.1% | +192.4% | -259.5% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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