+22.5%
JBHT vs AEE
+57.9%
-35.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +0.9% | +3.0% | -2.1% | +0.1% |
| 30D | -1.1% | +11.2% | -12.3% | -4.2% |
| 3M | -14.8% | +7.0% | -21.8% | -16.5% |
| 6M | -7.4% | +5.7% | -13.2% | -9.2% |
| YTD | +17.3% | +16.2% | +1.1% | +11.7% |
| 1Y | +35.3% | +12.0% | +23.3% | +30.2% |
| 3Y | +33.9% | +63.4% | -29.4% | +12.2% |
| 5Y | +22.5% | +56.0% | -33.5% | +1.2% |
| All | +22.5% | +57.9% | -35.3% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling