+45.0%
AA vs CBRE
+388.5%
-343.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -2.8% |
| 7D | +1.2% | -0.5% | +1.8% | +1.7% |
| 30D | -5.0% | +3.1% | -8.1% | -7.3% |
| 3M | -22.2% | -6.4% | -15.9% | -19.8% |
| 6M | -36.3% | -7.9% | -28.4% | -34.7% |
| YTD | -24.2% | -16.2% | -8.0% | -19.1% |
| 1Y | +3.9% | -11.2% | +15.1% | +6.4% |
| 3Y | +67.6% | +83.4% | -15.8% | -1.5% |
| 5Y | -8.8% | +28.4% | -37.3% | -32.1% |
| 10Y | +45.0% | +386.8% | -341.8% | -42.3% |
| All | +45.0% | +388.5% | -343.6% | -42.3% |
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