-31.1%
ACI vs JBHT
+33.0%
-64.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.5% | +3.5% |
| 7D | +4.5% | +1.7% | +2.8% | +4.4% |
| 30D | +20.9% | -1.2% | +22.0% | +20.9% |
| 3M | +15.2% | -17.1% | +32.4% | +16.1% |
| 6M | -13.3% | -4.4% | -8.9% | -12.9% |
| YTD | -16.2% | +17.5% | -33.7% | -16.4% |
| 1Y | -16.9% | +32.6% | -49.5% | -17.5% |
| All | -31.1% | +33.0% | -64.0% | -34.7% |
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