+64.9%
AIG vs JBHT
+176.2%
-111.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.0% | +4.2% | -2.1% | +0.5% |
| 30D | +6.3% | -0.4% | +6.7% | +6.3% |
| 3M | +9.2% | -17.3% | +26.5% | +15.9% |
| 6M | +9.5% | -3.5% | +13.0% | +8.5% |
| YTD | -1.6% | +18.0% | -19.7% | -10.9% |
| 1Y | +8.5% | +35.5% | -27.1% | -7.2% |
| 3Y | +38.3% | +34.8% | +3.6% | +12.4% |
| 5Y | +59.0% | +19.7% | +39.3% | +32.1% |
| All | +64.9% | +176.2% | -111.3% | -17.3% |
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