+184.0%
AEP vs JBHT
+192.4%
-8.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.8% | -1.6% | -1.2% | -2.6% |
| 30D | +3.6% | -2.3% | +5.9% | +3.9% |
| 3M | +1.8% | -18.5% | +20.2% | +4.3% |
| 6M | -3.1% | -11.3% | +8.1% | -2.2% |
| YTD | +12.2% | +12.6% | -0.3% | +9.2% |
| 1Y | +9.1% | +29.8% | -20.6% | +3.9% |
| 3Y | +77.9% | +28.1% | +49.8% | +66.6% |
| 5Y | +78.1% | +17.7% | +60.4% | +66.8% |
| All | +184.0% | +192.4% | -8.4% | +150.3% |
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