-63.1%
AAL vs JBHT
+272.5%
-335.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | -0.4% |
| 7D | -3.7% | +4.9% | -8.6% | -6.4% |
| 30D | -20.8% | +0.6% | -21.4% | -21.3% |
| 3M | -1.3% | -3.2% | +1.9% | -0.2% |
| 6M | +5.4% | +17.0% | -11.6% | -5.1% |
| YTD | -14.4% | +41.7% | -56.0% | -31.2% |
| 1Y | +2.1% | +90.0% | -87.9% | -33.3% |
| 3Y | -10.6% | +47.0% | -57.5% | -32.9% |
| 5Y | -32.2% | +58.3% | -90.5% | -52.6% |
| All | -63.1% | +272.5% | -335.7% | -84.0% |
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