-68.6%
AAL vs JBHT
+182.5%
-251.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.3% | -2.4% |
| 7D | -0.1% | +7.0% | -7.1% | -3.9% |
| 30D | +11.7% | +0.5% | +11.2% | +11.6% |
| 3M | -12.5% | -17.4% | +4.8% | -3.5% |
| 6M | +3.6% | -1.7% | +5.3% | +2.2% |
| YTD | -14.1% | +20.7% | -34.8% | -25.2% |
| 1Y | +0.8% | +41.1% | -40.3% | -20.0% |
| 3Y | +11.8% | +38.0% | -26.2% | -14.0% |
| 5Y | -35.1% | +22.5% | -57.6% | -47.5% |
| All | -68.6% | +182.5% | -251.1% | -84.9% |
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