+240.3%
PLD vs AEIS
+546.3%
-306.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.2% |
| 7D | -0.9% | +8.1% | -9.0% | -2.5% |
| 30D | -1.2% | -11.1% | +9.9% | +0.9% |
| 3M | -2.3% | -5.6% | +3.3% | -3.5% |
| 6M | +4.5% | -0.6% | +5.2% | +0.7% |
| YTD | +10.1% | +38.0% | -27.9% | -3.0% |
| 1Y | +25.9% | +87.2% | -61.3% | +1.7% |
| 3Y | +24.4% | +179.7% | -155.3% | -12.2% |
| 5Y | +15.5% | +241.7% | -226.3% | -24.1% |
| 10Y | +240.3% | +547.2% | -306.9% | +65.0% |
| All | +240.3% | +546.3% | -306.0% | +65.0% |
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