+5,956.7%
JBHT vs AEE
+875.5%
+5,081.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | +2.1% | -3.7% | -2.4% |
| 30D | -2.3% | +11.4% | -13.7% | -6.4% |
| 3M | -18.5% | +5.0% | -23.4% | -20.1% |
| 6M | -11.3% | +4.4% | -15.7% | -13.2% |
| YTD | +12.6% | +15.4% | -2.8% | +5.7% |
| 1Y | +29.8% | +13.8% | +16.0% | +22.4% |
| 3Y | +28.1% | +58.0% | -29.9% | +4.2% |
| 5Y | +17.7% | +52.9% | -35.3% | -4.0% |
| 10Y | +196.1% | +205.1% | -8.9% | +76.3% |
| All | +5,956.7% | +875.5% | +5,081.2% | +2,251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling