+30.3%
ACI vs JBHT
+95.8%
-65.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | -2.2% | -1.6% | -0.6% | -2.0% |
| 30D | +10.3% | -2.3% | +12.6% | +10.6% |
| 3M | +7.2% | -18.5% | +25.7% | +9.3% |
| 6M | -18.0% | -11.3% | -6.7% | -17.1% |
| YTD | -22.0% | +12.6% | -34.6% | -23.3% |
| 1Y | -23.4% | +29.8% | -53.1% | -25.9% |
| 3Y | -35.8% | +28.1% | -63.9% | -38.5% |
| 5Y | -43.7% | +17.7% | -61.4% | -46.8% |
| All | +30.3% | +95.8% | -65.5% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling