+383.7%
CBRE vs AEIS
+531.1%
-147.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | 0.0% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -6.4% | -16.4% | +10.0% | -2.0% |
| 3M | +2.9% | -11.1% | +14.1% | +2.4% |
| 6M | +2.5% | -12.0% | +14.6% | +0.3% |
| YTD | -14.2% | +30.9% | -45.1% | -28.3% |
| 1Y | -15.1% | +74.3% | -89.5% | -37.3% |
| 3Y | +61.9% | +165.2% | -103.3% | -2.6% |
| 5Y | +42.4% | +220.0% | -177.6% | -22.5% |
| All | +383.7% | +531.1% | -147.4% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling