+75.2%
AJG vs CBRE
+43.6%
+31.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -1.7% |
| 7D | -8.3% | -5.0% | -3.3% | -7.0% |
| 30D | -5.7% | -4.7% | -1.0% | -4.5% |
| 3M | +9.1% | +6.5% | +2.6% | +7.2% |
| 6M | +15.2% | +6.1% | +9.2% | +13.0% |
| YTD | -6.3% | -12.6% | +6.3% | -3.9% |
| 1Y | -19.1% | -15.3% | -3.8% | -16.5% |
| 3Y | +8.2% | +64.6% | -56.4% | -10.2% |
| All | +75.2% | +43.6% | +31.6% | +50.6% |
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