As part of the London Stock Exchange, the AIM (Alternative Investment Market) stock market was established in 1995 and has developed into the world’s leading stock market for smaller, growth companies for both UK and international companies. At December 2015, the AIM stock market accounted for 1044 companies with a total market capitalisation of £73 billion. Property companies are included on the AIM stock market; at December 2015, there were 43 property companies with a market capitalisation of £4.6 billion. The purpose of this paper is to assess the performance of the property company sector on the AIM stock market over July 2005 – December 2015. The risk-adjusted performance and portfolio diversification benefits of property companies on the AIM stock market will be assessed against the overall AIM stock market, other AIM sub-sectors and related asset classes. The post-GFC performance of property companies on the AIM stock market will also be assessed.