-12.7%
JBLU vs AIG
+6.0%
-18.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.5% | +10.5% | +11.8% |
| 7D | +24.9% | +2.3% | +22.6% | +24.7% |
| 30D | -12.3% | +8.8% | -21.1% | -13.5% |
| 3M | -44.5% | +3.7% | -48.2% | -44.8% |
| 6M | -25.7% | +6.8% | -32.4% | -26.3% |
| YTD | -21.8% | -2.6% | -19.1% | -25.0% |
| 1Y | -12.7% | +3.7% | -16.5% | -15.8% |
| All | -12.7% | +6.0% | -18.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling