+59.9%
JBHT vs AEE
+40.8%
+19.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | +0.6% | -2.3% | +2.9% | +1.2% |
| 3M | -3.2% | +0.2% | -3.4% | -3.4% |
| 6M | +17.0% | -4.7% | +21.7% | +18.3% |
| YTD | +41.7% | +8.1% | +33.6% | +38.0% |
| 1Y | +90.0% | +8.5% | +81.4% | +84.4% |
| 3Y | +47.0% | +48.9% | -1.9% | +27.7% |
| All | +59.9% | +40.8% | +19.1% | +38.5% |
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 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