+2,317.2%
CBRE vs AEIS
+1,728.3%
+588.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.6% |
| 7D | -2.0% | +3.0% | -4.9% | -3.2% |
| 30D | -2.2% | -14.6% | +12.5% | +3.4% |
| 3M | +12.9% | -12.4% | +25.3% | +12.7% |
| 6M | +4.3% | -15.0% | +19.3% | +2.7% |
| YTD | -8.0% | +34.3% | -42.3% | -27.5% |
| 1Y | -8.6% | +87.4% | -95.9% | -39.2% |
| 3Y | +71.9% | +139.8% | -67.9% | -3.9% |
| 5Y | +50.0% | +220.7% | -170.7% | -29.2% |
| 10Y | +390.1% | +531.6% | -141.5% | +37.3% |
| All | +2,317.2% | +1,728.3% | +588.8% | +159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling