+343.5%
AEM vs CBRE
+63.2%
+280.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.8% |
| 7D | +3.0% | -1.7% | +4.7% | +3.4% |
| 30D | +12.5% | -3.0% | +15.4% | +13.3% |
| 3M | +26.9% | +2.6% | +24.3% | +26.1% |
| 6M | -9.4% | +2.0% | -11.4% | -9.9% |
| YTD | +20.3% | -13.1% | +33.4% | +22.4% |
| 1Y | +33.8% | -13.8% | +47.6% | +36.3% |
| All | +343.5% | +63.2% | +280.4% | +283.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling