+273.3%
JBHT vs AEIS
+528.7%
-255.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.2% |
| 7D | +4.9% | +3.0% | +1.9% | +4.1% |
| 30D | +0.6% | -14.6% | +15.2% | +4.5% |
| 3M | -3.2% | -12.4% | +9.2% | -2.0% |
| 6M | +17.0% | -15.0% | +31.9% | +18.0% |
| YTD | +41.7% | +34.3% | +7.4% | +25.5% |
| 1Y | +90.0% | +87.4% | +2.6% | +51.7% |
| 3Y | +47.0% | +139.8% | -92.8% | +6.1% |
| 5Y | +58.3% | +220.7% | -162.4% | +3.6% |
| All | +273.3% | +528.7% | -255.4% | +76.2% |
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