-9.6%
JBHT vs AEE
+1.8%
-11.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.3% | -3.5% |
| 7D | -1.4% | +2.4% | -3.7% | -1.6% |
| 30D | -3.1% | +10.9% | -14.0% | -3.6% |
| 3M | -19.5% | +4.3% | -23.8% | -20.0% |
| 6M | -9.6% | +2.5% | -12.1% | -9.4% |
| All | -9.6% | +1.8% | -11.4% | -9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling