+240.3%
PLD vs AEP
+170.2%
+70.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -0.9% | +2.0% | -2.9% | -2.1% |
| 30D | -1.2% | +0.5% | -1.7% | -1.6% |
| 3M | -2.3% | -0.3% | -2.0% | -2.5% |
| 6M | +4.5% | -3.5% | +8.0% | +6.3% |
| YTD | +10.1% | +11.3% | -1.1% | +1.9% |
| 1Y | +25.9% | +20.2% | +5.7% | +9.9% |
| 3Y | +24.4% | +79.8% | -55.4% | -19.8% |
| 5Y | +15.5% | +65.6% | -50.1% | -21.5% |
| 10Y | +240.3% | +169.3% | +71.0% | +70.4% |
| All | +240.3% | +170.2% | +70.1% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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