+293.1%
AFL vs CBRE
+398.3%
-105.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -3.3% | -7.2% | +3.9% | -0.3% |
| 30D | -5.0% | -6.4% | +1.4% | -2.7% |
| 3M | -1.8% | +2.9% | -4.7% | -3.7% |
| 6M | +4.8% | +2.5% | +2.3% | +2.4% |
| YTD | +5.4% | -14.2% | +19.6% | +9.6% |
| 1Y | +9.0% | -15.1% | +24.1% | +13.5% |
| 3Y | +63.0% | +61.9% | +1.2% | +21.3% |
| 5Y | +134.5% | +42.4% | +92.1% | +80.1% |
| All | +293.1% | +398.3% | -105.3% | +79.8% |
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 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