+852.6%
AEP vs CBRE
+2,234.5%
-1,381.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +1.8% | -2.0% | +3.8% | +2.0% |
| 30D | -0.8% | -2.2% | +1.4% | -0.6% |
| 3M | -1.8% | +12.9% | -14.7% | -3.4% |
| 6M | -5.4% | +4.3% | -9.7% | -6.1% |
| YTD | +10.4% | -8.0% | +18.5% | +10.9% |
| 1Y | +18.2% | -8.6% | +26.7% | +18.5% |
| 3Y | +79.0% | +71.9% | +7.1% | +64.5% |
| 5Y | +64.8% | +50.0% | +14.8% | +52.8% |
| 10Y | +170.8% | +390.1% | -219.2% | +113.7% |
| All | +852.6% | +2,234.5% | -1,381.9% | +458.0% |
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