-65.4%
AAL vs JBHT
+192.0%
-257.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.1% | +4.3% | +5.6% |
| 7D | +8.3% | +0.4% | +7.8% | +8.1% |
| 30D | +11.0% | -2.0% | +12.9% | +12.4% |
| 3M | -11.2% | -16.3% | +5.1% | -2.8% |
| 6M | +6.1% | -8.2% | +14.3% | +9.0% |
| YTD | -7.6% | +16.3% | -23.9% | -17.8% |
| 1Y | +3.7% | +32.2% | -28.5% | -14.4% |
| 3Y | +20.5% | +34.4% | -13.9% | -5.8% |
| 5Y | -36.4% | +20.3% | -56.7% | -48.0% |
| 10Y | -65.4% | +185.2% | -250.7% | -83.3% |
| All | -65.4% | +192.0% | -257.5% | -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