+256.8%
PLD vs AEM
+366.3%
-109.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.8% | -2.0% | +2.3% |
| 7D | +0.7% | +17.8% | -17.1% | -1.3% |
| 30D | +0.8% | +6.2% | -5.4% | -0.1% |
| 3M | -6.1% | +12.5% | -18.7% | -7.7% |
| 6M | -8.0% | +4.4% | -12.4% | -9.1% |
| YTD | +4.7% | +19.2% | -14.6% | +1.3% |
| 1Y | +7.2% | +25.5% | -18.3% | +3.0% |
| 3Y | +39.2% | +346.4% | -307.2% | +11.9% |
| 5Y | +1.9% | +305.7% | -303.8% | -18.4% |
| 10Y | +256.8% | +375.9% | -119.2% | +185.5% |
| All | +256.8% | +366.3% | -109.6% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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