-91.3%
AIG vs CBRE
+2,146.2%
-2,237.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -0.6% |
| 7D | -1.6% | -1.5% | -0.1% | -1.1% |
| 30D | -5.2% | -4.0% | -1.2% | -4.0% |
| 3M | +1.5% | +8.0% | -6.6% | -2.2% |
| 6M | -3.9% | +4.0% | -7.9% | -6.4% |
| YTD | -11.6% | -11.5% | -0.1% | -9.5% |
| 1Y | -2.9% | -13.0% | +10.1% | -0.2% |
| 3Y | +33.7% | +66.9% | -33.2% | +3.0% |
| 5Y | +52.7% | +45.0% | +7.6% | +23.0% |
| 10Y | +62.6% | +385.0% | -322.4% | -16.5% |
| All | -91.3% | +2,146.2% | -2,237.6% | -97.0% |
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