-6.8%
CBRE vs AEIS
+6.2%
-13.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -11.1% | +15.3% | +3.7% |
| 7D | +14.1% | -12.7% | +26.8% | +13.6% |
| 30D | +9.0% | -28.8% | +37.9% | +7.9% |
| 3M | -6.6% | -38.0% | +31.4% | -7.8% |
| 6M | +0.8% | -45.3% | +46.1% | -0.8% |
| YTD | -12.2% | +1.1% | -13.4% | -15.5% |
| 1Y | -6.8% | +8.6% | -15.4% | -10.5% |
| All | -6.8% | +6.2% | -13.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling