-66.0%
AAL vs CBRE
+378.3%
-444.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | +1.0% |
| 7D | -0.3% | -1.5% | +1.2% | +0.5% |
| 30D | -19.0% | -4.0% | -15.0% | -17.0% |
| 3M | -5.1% | +8.0% | -13.1% | -10.8% |
| 6M | +15.5% | +4.0% | +11.5% | +11.0% |
| YTD | -15.8% | -11.5% | -4.3% | -10.2% |
| 1Y | -0.3% | -13.0% | +12.7% | +7.2% |
| 3Y | -7.7% | +66.9% | -74.5% | -41.5% |
| 5Y | -32.5% | +45.0% | -77.6% | -52.8% |
| 10Y | -66.0% | +385.0% | -451.0% | -88.8% |
| All | -66.0% | +378.3% | -444.3% | -88.8% |
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