+883.4%
APH vs CBRE
+397.3%
+486.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.4% |
| 7D | -5.9% | +5.2% | -11.1% | -8.0% |
| 30D | -14.8% | +6.2% | -21.0% | -17.3% |
| 3M | -12.4% | -8.1% | -4.3% | -10.1% |
| 6M | +8.1% | -6.6% | +14.7% | +9.1% |
| YTD | +10.9% | -15.7% | +26.7% | +15.7% |
| 1Y | +8.8% | -9.7% | +18.4% | +9.9% |
| 3Y | +262.1% | +80.4% | +181.7% | +160.4% |
| 5Y | +283.1% | +27.0% | +256.1% | +215.9% |
| All | +883.4% | +397.3% | +486.1% | +426.4% |
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