+187.8%
JBHT vs AEIS
+320.4%
-132.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.1% | -6.8% | -2.1% |
| 7D | -1.6% | -11.3% | +9.7% | +0.7% |
| 30D | -2.3% | -32.6% | +30.3% | +6.4% |
| 3M | -18.5% | -39.2% | +20.7% | -9.4% |
| 6M | -11.3% | -45.4% | +34.1% | -0.8% |
| YTD | +12.6% | -5.8% | +18.4% | +7.1% |
| 1Y | +29.8% | -10.0% | +39.7% | +24.7% |
| 3Y | +28.1% | +121.2% | -93.1% | -7.4% |
| 5Y | +17.7% | +110.6% | -93.0% | -15.9% |
| All | +187.8% | +320.4% | -132.6% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling