+5,503.8%
AON vs JBHT
+9,288.5%
-3,784.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.5% |
| 7D | +7.3% | -1.4% | +8.7% | +7.6% |
| 30D | +26.0% | -3.1% | +29.1% | +26.6% |
| 3M | -4.1% | -19.5% | +15.5% | -0.9% |
| 6M | +10.0% | -9.6% | +19.6% | +11.1% |
| YTD | -1.7% | +13.3% | -15.0% | -4.7% |
| 1Y | +1.5% | +29.7% | -28.1% | -3.9% |
| 3Y | +8.9% | +28.3% | -19.4% | +1.2% |
| 5Y | +23.8% | +18.5% | +5.4% | +15.5% |
| 10Y | +248.9% | +198.1% | +50.8% | +175.2% |
| All | +5,503.8% | +9,288.5% | -3,784.7% | +2,448.9% |
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 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