+64.7%
AME vs CBRE
+85.6%
-21.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.7% |
| 7D | -1.5% | +1.0% | -2.6% | -1.8% |
| 30D | -4.2% | +5.6% | -9.8% | -5.5% |
| 3M | -5.9% | -6.8% | +0.8% | -4.7% |
| 6M | +2.8% | -5.6% | +8.4% | +3.6% |
| YTD | +16.6% | -14.1% | +30.6% | +19.5% |
| 1Y | +22.1% | -9.5% | +31.6% | +23.1% |
| 3Y | +64.7% | +91.8% | -27.1% | +33.7% |
| All | +64.7% | +85.6% | -21.0% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling