+16.8%
JBHT vs AEE
+52.8%
-36.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | +2.1% | -3.7% | -2.2% |
| 30D | -2.3% | +11.4% | -13.7% | -5.3% |
| 3M | -18.5% | +5.0% | -23.4% | -19.7% |
| 6M | -11.3% | +4.4% | -15.7% | -12.6% |
| YTD | +12.6% | +15.4% | -2.8% | +7.4% |
| 1Y | +29.8% | +13.8% | +16.0% | +24.2% |
| 3Y | +28.1% | +58.0% | -29.9% | +8.8% |
| All | +16.8% | +52.8% | -36.0% | -3.8% |
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