-2.0%
AIG vs CBRE
-14.0%
+12.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.3% |
| 7D | -1.2% | -5.0% | +3.8% | -0.9% |
| 30D | -1.1% | -4.7% | +3.6% | -0.9% |
| 3M | +0.7% | +6.5% | -5.8% | +0.7% |
| 6M | -2.2% | +6.1% | -8.2% | -2.1% |
| YTD | -10.8% | -12.6% | +1.8% | -13.0% |
| 1Y | -2.0% | -15.3% | +13.3% | -6.5% |
| All | -2.0% | -14.0% | +12.0% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling