-73.8%
JBLU vs AIG
+66.2%
-139.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -5.0% | -1.2% | -3.8% | -4.1% |
| 30D | -23.9% | -1.1% | -22.8% | -23.3% |
| 3M | -11.6% | +0.7% | -12.3% | -12.5% |
| 6M | -0.2% | -2.2% | +1.9% | +1.1% |
| YTD | -3.3% | -10.8% | +7.5% | +3.5% |
| 1Y | -15.4% | -2.0% | -13.4% | -16.5% |
| 3Y | -14.7% | +34.8% | -49.6% | -34.5% |
| 5Y | -70.0% | +55.0% | -125.1% | -79.7% |
| All | -73.8% | +66.2% | -139.9% | -88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling