+230.6%
AON vs JBHT
+191.4%
+39.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.4% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | +23.1% | -2.2% | +25.2% | +23.6% |
| 3M | -6.0% | -16.5% | +10.4% | -2.7% |
| 6M | +7.9% | -8.4% | +16.3% | +8.9% |
| YTD | -4.1% | +16.1% | -20.2% | -9.1% |
| 1Y | -2.3% | +31.9% | -34.3% | -10.5% |
| 3Y | +3.4% | +34.1% | -30.7% | -8.6% |
| 5Y | +17.1% | +20.1% | -3.0% | +4.4% |
| 10Y | +230.6% | +184.7% | +45.9% | +120.5% |
| All | +230.6% | +191.4% | +39.1% | +120.5% |
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