+346.7%
AEM vs CBRE
+398.3%
-51.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.8% |
| 7D | -5.0% | -7.2% | +2.2% | -4.3% |
| 30D | +8.5% | -6.4% | +14.9% | +9.3% |
| 3M | +29.3% | +2.9% | +26.3% | +28.8% |
| 6M | -12.9% | +2.5% | -15.5% | -13.2% |
| YTD | +16.8% | -14.2% | +30.9% | +18.1% |
| 1Y | +29.8% | -15.1% | +45.0% | +31.4% |
| 3Y | +336.7% | +61.9% | +274.8% | +315.5% |
| 5Y | +299.9% | +42.4% | +257.6% | +277.4% |
| All | +346.7% | +398.3% | -51.6% | +327.6% |
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