+40.0%
ACI vs JBHT
+104.3%
-64.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.5% | +3.4% |
| 7D | +4.5% | +1.7% | +2.8% | +4.3% |
| 30D | +20.9% | -1.2% | +22.0% | +21.0% |
| 3M | +15.2% | -17.1% | +32.4% | +17.3% |
| 6M | -13.3% | -4.4% | -8.9% | -13.0% |
| YTD | -16.2% | +17.5% | -33.7% | -18.0% |
| 1Y | -16.9% | +32.6% | -49.5% | -19.8% |
| 3Y | -30.8% | +33.0% | -63.9% | -34.0% |
| 5Y | -39.4% | +20.3% | -59.7% | -42.9% |
| All | +40.0% | +104.3% | -64.4% | +20.0% |
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