+18.7%
AEM vs JBHT
+34.8%
-16.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.1% | +8.6% | +9.4% |
| 7D | +0.2% | +1.7% | -1.5% | -0.1% |
| 30D | +0.1% | -1.2% | +1.2% | +0.2% |
| 3M | +22.1% | -17.1% | +39.2% | +25.9% |
| 6M | +2.4% | -4.4% | +6.8% | -0.6% |
| YTD | +8.9% | +17.5% | -8.6% | -0.3% |
| 1Y | +18.7% | +32.6% | -13.9% | +8.8% |
| All | +18.7% | +34.8% | -16.1% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling