+47.4%
AIG vs JBHT
+17.1%
+30.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -3.8% |
| 7D | -5.1% | -1.6% | -3.5% | -4.8% |
| 30D | +2.8% | -2.3% | +5.0% | +3.1% |
| 3M | -2.1% | -18.5% | +16.3% | +1.3% |
| 6M | +1.4% | -11.3% | +12.7% | +2.6% |
| YTD | -7.4% | +12.6% | -19.9% | -11.8% |
| 1Y | +4.4% | +29.8% | -25.3% | -3.9% |
| 3Y | +30.0% | +28.1% | +1.9% | +17.0% |
| All | +47.4% | +17.1% | +30.3% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling