+124.8%
AA vs CBRE
+378.3%
-253.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.8% | +7.3% | +6.1% |
| 7D | +1.7% | -1.5% | +3.2% | +2.4% |
| 30D | +3.3% | -4.0% | +7.3% | +5.3% |
| 3M | -29.4% | +8.0% | -37.4% | -34.3% |
| 6M | -12.8% | +4.0% | -16.8% | -17.6% |
| YTD | -2.1% | -11.5% | +9.4% | +1.3% |
| 1Y | +62.8% | -13.0% | +75.8% | +70.2% |
| 3Y | +90.5% | +66.9% | +23.6% | +21.0% |
| 5Y | +19.1% | +45.0% | -26.0% | -17.7% |
| 10Y | +124.8% | +385.0% | -260.3% | -20.3% |
| All | +124.8% | +378.3% | -253.6% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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