+2,100.2%
CBRE vs AEIS
+1,407.4%
+692.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.6% | -2.0% |
| 7D | -4.6% | +9.5% | -14.1% | -8.7% |
| 30D | +3.0% | -17.5% | +20.5% | +8.6% |
| 3M | -8.7% | -29.3% | +20.5% | +0.7% |
| 6M | -7.9% | -34.7% | +26.8% | -0.1% |
| YTD | -16.3% | +10.7% | -27.0% | -30.9% |
| 1Y | -13.1% | +7.4% | -20.5% | -27.6% |
| 3Y | +83.1% | +161.1% | -78.0% | -5.2% |
| 5Y | +27.7% | +150.7% | -123.0% | -35.1% |
| 10Y | +386.9% | +360.8% | +26.1% | +51.9% |
| All | +2,100.2% | +1,407.4% | +692.8% | +146.9% |
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