+431.3%
AME vs CBRE
+388.5%
+42.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +1.1% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | -4.1% | +3.1% | -7.2% | -5.7% |
| 3M | -5.6% | -6.4% | +0.7% | -3.9% |
| 6M | +2.8% | -7.9% | +10.7% | +4.7% |
| YTD | +16.6% | -16.2% | +32.8% | +22.2% |
| 1Y | +21.1% | -11.2% | +32.3% | +23.5% |
| 3Y | +61.1% | +83.4% | -22.3% | +12.6% |
| 5Y | +76.6% | +28.4% | +48.1% | +42.9% |
| 10Y | +431.3% | +386.8% | +44.5% | +126.8% |
| All | +431.3% | +388.5% | +42.8% | +126.8% |
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