-21.1%
AIG vs JBHT
+9,226.7%
-9,247.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -3.7% |
| 7D | -5.1% | -1.6% | -3.5% | -4.6% |
| 30D | +2.8% | -2.3% | +5.0% | +3.3% |
| 3M | -2.1% | -18.5% | +16.3% | +3.0% |
| 6M | +1.4% | -11.3% | +12.7% | +3.5% |
| YTD | -7.4% | +12.6% | -19.9% | -12.4% |
| 1Y | +4.4% | +29.8% | -25.3% | -5.4% |
| 3Y | +30.0% | +28.1% | +1.9% | +14.0% |
| 5Y | +47.9% | +17.7% | +30.2% | +30.9% |
| 10Y | +74.4% | +196.1% | -121.8% | +17.1% |
| All | -21.1% | +9,226.7% | -9,247.9% | -71.5% |
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