Imagine we have a king by itself on a chess board, making random moves around the board. Although it is apparently aperiodic, wouldn't the corresponding Markov chain to the King's movements be periodic since the King could only return to a square i on the board at moves 2,4,6 ... etc. (great common denominator of 2) after initially being at the square?
By definition, aperiodic chains have return times to i with a g.c.d. of 1.