+240.3%
PLD vs AEE
+185.4%
+54.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.2% |
| 7D | -0.9% | +1.3% | -2.2% | -1.7% |
| 30D | -1.2% | -1.2% | 0.0% | -0.4% |
| 3M | -2.3% | +1.0% | -3.3% | -3.3% |
| 6M | +4.5% | -2.3% | +6.8% | +5.6% |
| YTD | +10.1% | +9.1% | +1.0% | +3.2% |
| 1Y | +25.9% | +10.6% | +15.3% | +16.7% |
| 3Y | +24.4% | +48.5% | -24.1% | -7.6% |
| 5Y | +15.5% | +39.9% | -24.4% | -10.9% |
| 10Y | +240.3% | +185.7% | +54.6% | +55.1% |
| All | +240.3% | +185.4% | +54.9% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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