+18.5%
JBHT vs AEIS
+98.8%
-80.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -12.2% | +8.7% | -0.5% |
| 7D | -1.4% | -22.6% | +21.2% | +4.5% |
| 30D | -3.1% | -38.7% | +35.6% | +8.7% |
| 3M | -19.5% | -43.6% | +24.0% | -8.3% |
| 6M | -9.6% | -46.2% | +36.7% | +2.0% |
| YTD | +13.3% | -11.2% | +24.5% | +6.8% |
| 1Y | +29.7% | -17.7% | +47.3% | +24.9% |
| 3Y | +28.3% | +104.1% | -75.8% | -15.5% |
| 5Y | +18.5% | +98.5% | -80.0% | -26.3% |
| All | +18.5% | +98.8% | -80.4% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling