-31.2%
ACI vs JBHT
+34.7%
-65.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | -0.6% | +0.9% | -1.5% | -0.7% |
| 30D | +9.5% | -1.1% | +10.6% | +9.6% |
| 3M | +10.1% | -14.8% | +24.9% | +10.8% |
| 6M | -15.4% | -7.4% | -7.9% | -14.9% |
| YTD | -19.5% | +17.3% | -36.9% | -19.7% |
| 1Y | -21.0% | +35.3% | -56.3% | -21.6% |
| 3Y | -31.2% | +33.9% | -65.1% | -34.2% |
| All | -31.2% | +34.7% | -65.9% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling