+68.2%
AIG vs JBHT
+191.4%
-123.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.3% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | +3.4% | -2.2% | +5.5% | +4.0% |
| 3M | +1.7% | -16.5% | +18.2% | +7.5% |
| 6M | +5.7% | -8.4% | +14.1% | +6.8% |
| YTD | -5.1% | +16.1% | -21.2% | -13.5% |
| 1Y | +6.1% | +31.9% | -25.9% | -8.4% |
| 3Y | +35.5% | +34.1% | +1.3% | +10.0% |
| 5Y | +51.9% | +20.1% | +31.8% | +25.4% |
| 10Y | +68.2% | +184.7% | -116.5% | -21.5% |
| All | +68.2% | +191.4% | -123.2% | -21.5% |
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