+5,347.7%
AON vs JBHT
+9,226.7%
-3,879.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | +4.4% | -1.6% | +5.9% | +4.6% |
| 30D | +24.1% | -2.3% | +26.4% | +24.5% |
| 3M | -7.0% | -18.5% | +11.5% | -4.1% |
| 6M | +9.1% | -11.3% | +20.4% | +10.6% |
| YTD | -4.4% | +12.6% | -17.0% | -7.3% |
| 1Y | -0.8% | +29.8% | -30.5% | -6.1% |
| 3Y | +5.1% | +28.1% | -23.0% | -2.3% |
| 5Y | +20.4% | +17.7% | +2.7% | +12.4% |
| 10Y | +239.2% | +196.1% | +43.1% | +167.8% |
| All | +5,347.7% | +9,226.7% | -3,879.0% | +2,380.8% |
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