-23.2%
AIG vs JBHT
+11,637.0%
-11,660.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -1.7% |
| 7D | -0.9% | +4.9% | -5.8% | -2.4% |
| 30D | -4.9% | +0.6% | -5.5% | -5.3% |
| 3M | +4.5% | -3.2% | +7.7% | +4.8% |
| 6M | -1.4% | +17.0% | -18.4% | -6.9% |
| YTD | -9.8% | +41.7% | -51.5% | -19.8% |
| 1Y | -4.5% | +90.0% | -94.5% | -23.3% |
| 3Y | +37.4% | +47.0% | -9.5% | +16.4% |
| 5Y | +55.0% | +58.3% | -3.3% | +26.3% |
| 10Y | +63.7% | +273.9% | -210.2% | +3.2% |
| All | -23.2% | +11,637.0% | -11,660.2% | -73.9% |
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