+34.9%
ACI vs JBHT
+97.1%
-62.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | -0.1% | -3.2% |
| 7D | +3.5% | -1.4% | +4.9% | +3.7% |
| 30D | +16.8% | -3.1% | +19.8% | +17.2% |
| 3M | +13.1% | -19.5% | +32.7% | +15.5% |
| 6M | -15.6% | -9.6% | -6.1% | -14.9% |
| YTD | -19.2% | +13.3% | -32.6% | -20.6% |
| 1Y | -20.7% | +29.7% | -50.4% | -23.3% |
| 3Y | -33.4% | +28.3% | -61.7% | -36.2% |
| 5Y | -41.7% | +18.5% | -60.2% | -45.0% |
| All | +34.9% | +97.1% | -62.2% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling