+459.5%
AJG vs CBRE
+407.4%
+52.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -1.8% |
| 7D | -8.3% | -5.0% | -3.3% | -6.9% |
| 30D | -5.7% | -4.7% | -1.0% | -4.4% |
| 3M | +9.1% | +6.5% | +2.6% | +6.9% |
| 6M | +15.2% | +6.1% | +9.2% | +12.7% |
| YTD | -6.3% | -12.6% | +6.3% | -3.6% |
| 1Y | -19.1% | -15.3% | -3.8% | -16.1% |
| 3Y | +8.2% | +64.6% | -56.4% | -11.5% |
| 5Y | +75.6% | +45.0% | +30.6% | +47.0% |
| All | +459.5% | +407.4% | +52.1% | +209.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling