-2.9%
AIG vs JBHT
+93.0%
-95.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -1.6% | +7.1% | -8.7% | -1.6% |
| 30D | -5.2% | +2.3% | -7.5% | -5.2% |
| 3M | +1.5% | -4.5% | +5.9% | +1.4% |
| 6M | -3.9% | +29.2% | -33.2% | -4.4% |
| YTD | -11.6% | +42.2% | -53.8% | -11.4% |
| 1Y | -2.9% | +93.7% | -96.7% | +2.4% |
| All | -2.9% | +93.0% | -95.9% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling