+26.3%
ACI vs JBHT
+146.4%
-120.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.6% |
| 7D | +0.2% | +4.9% | -4.7% | -0.3% |
| 30D | +5.9% | +0.6% | +5.3% | +5.8% |
| 3M | -19.8% | -3.2% | -16.6% | -19.6% |
| 6M | -24.7% | +17.0% | -41.7% | -26.0% |
| YTD | -24.4% | +41.7% | -66.0% | -27.4% |
| 1Y | -31.5% | +90.0% | -121.5% | -36.6% |
| 3Y | -38.7% | +47.0% | -85.7% | -41.8% |
| 5Y | -42.8% | +58.3% | -101.1% | -47.8% |
| All | +26.3% | +146.4% | -120.1% | +6.3% |
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 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