+86.9%
AEP vs CBRE
+28.0%
+58.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +0.7% | -4.6% | +5.4% | +1.4% |
| 30D | +4.8% | +3.0% | +1.8% | +4.2% |
| 3M | +5.4% | -8.7% | +14.1% | +6.5% |
| 6M | +0.4% | -7.9% | +8.3% | +1.1% |
| YTD | +15.5% | -16.3% | +31.8% | +17.5% |
| 1Y | +8.5% | -13.1% | +21.6% | +9.6% |
| 3Y | +84.6% | +83.1% | +1.5% | +53.2% |
| 5Y | +86.9% | +27.7% | +59.2% | +59.5% |
| All | +86.9% | +28.0% | +58.9% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling