+835.9%
AFL vs CBRE
+2,234.5%
-1,398.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +0.6% | -2.0% | +2.6% | +1.2% |
| 30D | -6.2% | -2.2% | -4.0% | -5.8% |
| 3M | +2.2% | +12.9% | -10.7% | -2.5% |
| 6M | +5.3% | +4.3% | +1.0% | +2.8% |
| YTD | +8.0% | -8.0% | +16.0% | +9.0% |
| 1Y | +10.2% | -8.6% | +18.8% | +11.2% |
| 3Y | +67.1% | +71.9% | -4.8% | +32.3% |
| 5Y | +135.6% | +50.0% | +85.6% | +92.0% |
| 10Y | +299.4% | +390.1% | -90.7% | +112.8% |
| All | +835.9% | +2,234.5% | -1,398.6% | +172.6% |
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