+428.5%
AME vs CBRE
+381.8%
+46.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | +1.3% | -1.7% | +3.0% | +1.9% |
| 30D | -6.6% | -3.0% | -3.6% | -5.8% |
| 3M | +3.0% | +2.6% | +0.3% | +0.8% |
| 6M | +5.3% | +2.0% | +3.3% | +2.9% |
| YTD | +15.4% | -13.1% | +28.6% | +19.8% |
| 1Y | +26.8% | -13.8% | +40.6% | +31.8% |
| 3Y | +56.5% | +63.9% | -7.3% | +16.1% |
| 5Y | +85.2% | +42.3% | +42.9% | +43.3% |
| 10Y | +428.5% | +401.2% | +27.4% | +120.7% |
| All | +428.5% | +381.8% | +46.7% | +120.7% |
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