+362.7%
AEM vs JBHT
+192.4%
+170.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +15.8% | -1.6% | +17.4% | +16.0% |
| 30D | +6.2% | -2.3% | +8.5% | +6.4% |
| 3M | +14.3% | -18.5% | +32.8% | +16.4% |
| 6M | +1.4% | -11.3% | +12.7% | +2.1% |
| YTD | +13.7% | +12.6% | +1.2% | +12.1% |
| 1Y | +21.3% | +29.8% | -8.4% | +18.2% |
| 3Y | +309.9% | +28.1% | +281.8% | +296.0% |
| 5Y | +301.0% | +17.7% | +283.3% | +287.0% |
| All | +362.7% | +192.4% | +170.4% | +515.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling