+62.4%
AFL vs CBRE
+66.2%
-3.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.0% | -1.1% |
| 7D | -0.7% | -1.5% | +0.8% | -0.5% |
| 30D | -7.1% | -4.0% | -3.1% | -6.6% |
| 3M | +0.4% | +8.0% | -7.6% | -1.2% |
| 6M | +4.5% | +4.0% | +0.6% | +3.3% |
| YTD | +6.1% | -11.5% | +17.6% | +7.4% |
| 1Y | +10.6% | -13.0% | +23.6% | +12.2% |
| All | +62.4% | +66.2% | -3.8% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling