+2,317.2%
CBRE vs AEE
+508.3%
+1,808.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.0% | +0.3% | -2.3% | -2.2% |
| 30D | -2.2% | -2.3% | +0.1% | -0.4% |
| 3M | +12.9% | +0.2% | +12.7% | +12.2% |
| 6M | +4.3% | -4.7% | +9.1% | +7.5% |
| YTD | -8.0% | +8.1% | -16.1% | -15.1% |
| 1Y | -8.6% | +8.5% | -17.1% | -16.0% |
| 3Y | +71.9% | +48.9% | +23.0% | +17.8% |
| 5Y | +50.0% | +39.9% | +10.1% | +5.8% |
| 10Y | +390.1% | +186.5% | +203.5% | +55.2% |
| All | +2,317.2% | +508.3% | +1,808.9% | +307.1% |
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