-67.8%
AAL vs JBHT
+194.3%
-262.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.6% | -1.6% | -3.1% |
| 7D | +1.2% | -1.4% | +2.6% | +2.1% |
| 30D | -0.5% | -3.1% | +2.5% | +1.3% |
| 3M | -22.0% | -19.5% | -2.5% | -12.8% |
| 6M | +4.5% | -9.6% | +14.1% | +8.2% |
| YTD | -15.7% | +13.3% | -29.0% | -23.9% |
| 1Y | -3.7% | +29.7% | -33.3% | -19.7% |
| 3Y | +7.9% | +28.3% | -20.4% | -13.4% |
| 5Y | -40.7% | +18.5% | -59.2% | -51.2% |
| All | -67.8% | +194.3% | -262.0% | -83.7% |
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