+39.0%
AIG vs JBHT
+38.8%
+0.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.1% |
| 7D | +6.6% | +7.0% | -0.5% | +5.8% |
| 30D | +7.0% | +0.5% | +6.5% | +6.9% |
| 3M | +9.7% | -17.4% | +27.1% | +11.6% |
| 6M | +10.8% | -1.7% | +12.5% | +10.0% |
| YTD | -1.3% | +20.7% | -22.0% | -4.8% |
| 1Y | +8.4% | +41.1% | -32.7% | +2.3% |
| 3Y | +39.0% | +38.0% | +1.0% | +33.2% |
| All | +39.0% | +38.8% | +0.2% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling