-65.4%
AAL vs CBRE
+421.6%
-487.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.5% | +6.0% |
| 7D | +8.3% | +1.0% | +7.2% | +7.7% |
| 30D | +11.0% | +5.6% | +5.3% | +6.6% |
| 3M | -11.2% | -6.8% | -4.4% | -7.2% |
| 6M | +6.1% | -5.6% | +11.6% | +9.2% |
| YTD | -7.6% | -14.1% | +6.4% | +0.5% |
| 1Y | +3.7% | -9.5% | +13.2% | +8.5% |
| 3Y | +20.5% | +91.8% | -71.3% | -31.9% |
| 5Y | -36.4% | +30.3% | -66.7% | -52.0% |
| 10Y | -65.4% | +406.9% | -472.3% | -88.8% |
| All | -65.4% | +421.6% | -487.0% | -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