+133.0%
AFL vs CBRE
+42.7%
+90.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -2.1% | -1.7% | -0.5% | -1.7% |
| 30D | -5.4% | -3.0% | -2.5% | -4.9% |
| 3M | -0.3% | +2.6% | -2.9% | -1.4% |
| 6M | +5.2% | +2.0% | +3.2% | +3.8% |
| YTD | +5.7% | -13.1% | +18.8% | +8.3% |
| 1Y | +10.2% | -13.8% | +24.0% | +13.0% |
| 3Y | +63.4% | +63.9% | -0.4% | +31.8% |
| 5Y | +133.0% | +42.3% | +90.7% | +90.0% |
| All | +133.0% | +42.7% | +90.3% | +90.0% |
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 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