+54.4%
AIG vs CBRE
+39.8%
+14.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -2.4% | -7.2% | +4.8% | 0.0% |
| 30D | -2.9% | -6.4% | +3.5% | -1.0% |
| 3M | +0.8% | +2.9% | -2.1% | -0.7% |
| 6M | -2.7% | +2.5% | -5.2% | -4.4% |
| YTD | -11.2% | -14.2% | +3.0% | -8.4% |
| 1Y | -1.5% | -15.1% | +13.6% | +1.8% |
| 3Y | +34.4% | +61.9% | -27.5% | +0.1% |
| 5Y | +54.4% | +42.4% | +12.0% | +19.2% |
| All | +54.4% | +39.8% | +14.7% | +19.2% |
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