+445.6%
AG vs CBRE
+362.9%
+82.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | +1.0% | -2.0% | +3.0% | +1.5% |
| 30D | +19.2% | -2.2% | +21.4% | +19.7% |
| 3M | +6.2% | +12.9% | -6.8% | +2.4% |
| 6M | -26.7% | +4.3% | -31.0% | -27.7% |
| YTD | +26.1% | -8.0% | +34.2% | +28.2% |
| 1Y | +131.7% | -8.6% | +140.2% | +136.0% |
| 3Y | +255.3% | +71.9% | +183.5% | +204.0% |
| 5Y | +61.9% | +50.0% | +11.9% | +42.1% |
| 10Y | +72.0% | +390.1% | -318.0% | +3.1% |
| All | +445.6% | +362.9% | +82.7% | +91.7% |
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