+6.6%
AEM vs JBHT
+39.4%
-32.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.5% |
| 7D | -6.8% | +7.0% | -13.9% | -8.2% |
| 30D | +0.8% | +0.5% | +0.3% | +0.6% |
| 3M | -0.8% | -17.4% | +16.5% | +2.4% |
| 6M | -8.5% | -1.7% | -6.8% | -11.9% |
| YTD | +5.9% | +20.7% | -14.8% | -4.6% |
| 1Y | +6.6% | +41.1% | -34.5% | -4.0% |
| All | +6.6% | +39.4% | -32.8% | -4.0% |
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 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