+34.4%
JBHT vs AEE
+59.5%
-25.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.9% |
| 7D | +0.4% | +2.3% | -1.9% | 0.0% |
| 30D | -2.0% | +11.6% | -13.5% | -3.8% |
| 3M | -16.3% | +5.5% | -21.8% | -17.1% |
| 6M | -8.2% | +6.0% | -14.3% | -9.3% |
| YTD | +16.3% | +16.6% | -0.3% | +13.3% |
| 1Y | +32.2% | +12.1% | +20.2% | +29.6% |
| 3Y | +34.4% | +64.2% | -29.8% | +21.2% |
| All | +34.4% | +59.5% | -25.1% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling