+65.1%
AEP vs CBRE
+42.7%
+22.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | +0.9% | -1.7% | +2.6% | +1.1% |
| 30D | +1.5% | -3.0% | +4.4% | +1.8% |
| 3M | -1.7% | +2.6% | -4.3% | -2.3% |
| 6M | -4.0% | +2.0% | -6.0% | -4.8% |
| YTD | +10.6% | -13.1% | +23.7% | +12.1% |
| 1Y | +18.6% | -13.8% | +32.4% | +20.2% |
| 3Y | +78.7% | +63.9% | +14.8% | +53.4% |
| 5Y | +65.1% | +42.3% | +22.8% | +38.4% |
| All | +65.1% | +42.7% | +22.4% | +38.4% |
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