+9.0%
AFL vs CBRE
-15.0%
+24.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -3.3% | -7.2% | +3.9% | -2.8% |
| 30D | -5.0% | -6.4% | +1.4% | -4.6% |
| 3M | -1.8% | +2.9% | -4.7% | -2.2% |
| 6M | +4.8% | +2.5% | +2.3% | +4.2% |
| YTD | +5.4% | -14.2% | +19.6% | +5.2% |
| 1Y | +9.0% | -15.1% | +24.1% | +9.2% |
| All | +9.0% | -15.0% | +24.0% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling