+67.9%
AG vs CBRE
+45.8%
+22.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.7% | +0.6% |
| 7D | +4.5% | -1.5% | +6.0% | +5.1% |
| 30D | +12.9% | -4.0% | +16.9% | +14.6% |
| 3M | +20.9% | +8.0% | +12.9% | +15.9% |
| 6M | -19.5% | +4.0% | -23.5% | -21.5% |
| YTD | +24.8% | -11.5% | +36.3% | +30.0% |
| 1Y | +120.2% | -13.0% | +133.2% | +131.2% |
| 3Y | +279.0% | +66.9% | +212.1% | +181.2% |
| 5Y | +67.9% | +45.0% | +22.9% | +22.6% |
| All | +67.9% | +45.8% | +22.2% | +22.6% |
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 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