+3,594.0%
AEM vs JBHT
+11,637.0%
-8,043.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.3% |
| 7D | -0.5% | +4.9% | -5.4% | -0.7% |
| 30D | +24.0% | +0.6% | +23.4% | +24.0% |
| 3M | +16.1% | -3.2% | +19.3% | +16.2% |
| 6M | -11.6% | +17.0% | -28.6% | -12.3% |
| YTD | +21.5% | +41.7% | -20.1% | +19.6% |
| 1Y | +39.2% | +90.0% | -50.8% | +35.2% |
| 3Y | +347.4% | +47.0% | +300.5% | +337.4% |
| 5Y | +290.1% | +58.3% | +231.8% | +279.1% |
| 10Y | +357.8% | +273.9% | +83.9% | +329.1% |
| All | +3,594.0% | +11,637.0% | -8,043.0% | +3,504.2% |
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