+441.6%
AME vs CBRE
+387.8%
+53.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +1.1% | -4.6% | +5.7% | +3.2% |
| 30D | -4.1% | +3.0% | -7.0% | -5.7% |
| 3M | -6.3% | -8.7% | +2.4% | -3.6% |
| 6M | +3.5% | -7.9% | +11.4% | +5.4% |
| YTD | +17.3% | -16.3% | +33.6% | +23.0% |
| 1Y | +22.0% | -13.1% | +35.1% | +25.7% |
| 3Y | +62.0% | +83.1% | -21.1% | +13.4% |
| 5Y | +78.5% | +27.7% | +50.8% | +44.8% |
| 10Y | +441.6% | +386.9% | +54.7% | +132.2% |
| All | +441.6% | +387.8% | +53.8% | +132.2% |
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