+346.4%
AEM vs JBHT
+31.6%
+314.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +4.6% |
| 7D | +17.8% | +0.2% | +17.6% | +17.8% |
| 30D | +6.2% | -2.2% | +8.4% | +6.3% |
| 3M | +12.5% | -16.5% | +29.0% | +13.4% |
| 6M | +4.4% | -8.4% | +12.9% | +4.6% |
| YTD | +19.2% | +16.1% | +3.1% | +18.7% |
| 1Y | +25.5% | +31.9% | -6.4% | +25.2% |
| 3Y | +346.4% | +34.1% | +312.3% | +322.9% |
| All | +346.4% | +31.6% | +314.8% | +322.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling