+178.0%
JBHT vs AEE
+216.2%
-38.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | -0.1% | +9.7% | -9.8% | -3.5% |
| 3M | -14.0% | +5.8% | -19.8% | -15.9% |
| 6M | -5.1% | +4.5% | -9.5% | -7.0% |
| YTD | +18.0% | +15.8% | +2.2% | +11.2% |
| 1Y | +36.5% | +10.8% | +25.8% | +30.6% |
| 3Y | +34.8% | +62.8% | -28.0% | +9.4% |
| 5Y | +21.4% | +56.1% | -34.7% | -0.8% |
| 10Y | +178.0% | +216.4% | -38.5% | +115.5% |
| All | +178.0% | +216.2% | -38.3% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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