+1,747.8%
PLD vs AEP
+803.4%
+944.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.6% |
| 7D | -2.4% | +1.8% | -4.2% | -3.3% |
| 30D | -2.4% | -0.8% | -1.6% | -2.1% |
| 3M | -3.8% | -1.8% | -2.0% | -3.1% |
| 6M | 0.0% | -5.4% | +5.4% | +2.6% |
| YTD | +9.2% | +10.4% | -1.2% | +3.0% |
| 1Y | +25.9% | +18.2% | +7.8% | +14.0% |
| 3Y | +21.3% | +79.0% | -57.7% | -13.3% |
| 5Y | +14.1% | +64.8% | -50.7% | -14.8% |
| 10Y | +237.9% | +170.8% | +67.0% | +95.8% |
| All | +1,747.8% | +803.4% | +944.4% | +547.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling