+2,076.3%
CBRE vs AEE
+560.4%
+1,516.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.4% |
| 7D | -1.8% | +1.7% | -3.5% | -3.1% |
| 30D | +3.3% | +9.7% | -6.4% | -4.1% |
| 3M | -12.4% | +5.9% | -18.3% | -16.4% |
| 6M | -5.4% | +6.7% | -12.1% | -10.7% |
| YTD | -17.2% | +17.4% | -34.6% | -28.5% |
| 1Y | -13.1% | +12.7% | -25.7% | -22.5% |
| 3Y | +81.6% | +68.2% | +13.3% | +13.2% |
| 5Y | +26.4% | +57.3% | -30.9% | -18.8% |
| 10Y | +381.6% | +220.6% | +161.0% | +39.2% |
| All | +2,076.3% | +560.4% | +1,516.0% | +242.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling