-16.0%
AIG vs JBHT
+9,680.3%
-9,696.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | +6.6% | -0.1% | +6.7% | +6.5% |
| 3M | +7.9% | -14.0% | +21.9% | +11.8% |
| 6M | +10.4% | -5.1% | +15.5% | +10.5% |
| YTD | -1.3% | +18.0% | -19.3% | -7.9% |
| 1Y | +11.5% | +36.5% | -25.0% | -0.5% |
| 3Y | +38.8% | +34.8% | +4.0% | +20.0% |
| 5Y | +57.8% | +21.4% | +36.4% | +38.6% |
| 10Y | +68.4% | +178.0% | -109.6% | +15.0% |
| All | -16.0% | +9,680.3% | -9,696.3% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling