+83.6%
CBRE vs AEIS
+162.3%
-78.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.6% | -0.7% |
| 7D | -4.6% | +9.5% | -14.1% | -5.8% |
| 30D | +3.0% | -17.5% | +20.5% | +4.9% |
| 3M | -8.7% | -29.3% | +20.5% | -5.5% |
| 6M | -7.9% | -34.7% | +26.8% | -4.7% |
| YTD | -16.3% | +10.7% | -27.0% | -26.0% |
| 1Y | -13.1% | +7.4% | -20.5% | -22.7% |
| All | +83.6% | +162.3% | -78.7% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling