+1,621.7%
PLD vs AEP
+818.2%
+803.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.8% | -2.8% | +2.0% | +0.7% |
| 30D | -0.3% | +3.6% | -3.9% | -2.2% |
| 3M | -8.0% | +1.8% | -9.8% | -9.0% |
| 6M | -9.8% | -3.1% | -6.7% | -8.6% |
| YTD | +1.8% | +12.2% | -10.5% | -4.9% |
| 1Y | +5.6% | +9.1% | -3.5% | 0.0% |
| 3Y | +33.3% | +77.9% | -44.6% | -4.4% |
| 5Y | +0.3% | +78.1% | -77.8% | -28.1% |
| 10Y | +241.6% | +187.8% | +53.8% | +91.7% |
| All | +1,621.7% | +818.2% | +803.6% | +497.4% |
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 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