+167.6%
AEP vs JBHT
+272.5%
-105.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.6% |
| 7D | +1.8% | +4.9% | -3.1% | +1.1% |
| 30D | -0.8% | +0.6% | -1.4% | -1.0% |
| 3M | -1.8% | -3.2% | +1.4% | -1.6% |
| 6M | -5.4% | +17.0% | -22.3% | -7.8% |
| YTD | +10.4% | +41.7% | -31.2% | +4.4% |
| 1Y | +18.2% | +90.0% | -71.8% | +6.2% |
| 3Y | +79.0% | +47.0% | +32.0% | +65.7% |
| 5Y | +64.8% | +58.3% | +6.5% | +47.7% |
| All | +167.6% | +272.5% | -105.0% | +93.4% |
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