-27.8%
AAL vs CBRE
+893.2%
-921.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | -3.7% | -2.0% | -1.8% | -2.9% |
| 30D | -20.8% | -2.2% | -18.6% | -20.1% |
| 3M | -1.3% | +12.9% | -14.2% | -7.3% |
| 6M | +5.4% | +4.3% | +1.1% | +2.7% |
| YTD | -14.4% | -8.0% | -6.3% | -11.7% |
| 1Y | +2.1% | -8.6% | +10.7% | +5.3% |
| 3Y | -10.6% | +71.9% | -82.4% | -33.5% |
| 5Y | -32.2% | +50.0% | -82.2% | -45.7% |
| 10Y | -62.7% | +390.1% | -452.8% | -82.8% |
| All | -27.8% | +893.2% | -921.0% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling