+42.3%
CBRE vs AEE
+39.2%
+3.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -1.7% | +1.1% | -2.7% | -2.1% |
| 30D | -3.0% | 0.0% | -3.0% | -3.0% |
| 3M | +2.6% | -0.9% | +3.5% | +2.9% |
| 6M | +2.0% | -2.4% | +4.4% | +2.7% |
| YTD | -13.1% | +8.6% | -21.8% | -17.3% |
| 1Y | -13.8% | +10.2% | -24.0% | -18.6% |
| 3Y | +63.9% | +47.8% | +16.0% | +31.7% |
| 5Y | +42.3% | +40.1% | +2.2% | +15.6% |
| All | +42.3% | +39.2% | +3.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 5y: compounded portfolio wealth divided by compounded AEE 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…
5y analysis · Full analysis span regression · 6 months rolling