+576.8%
ASTS vs AEE
+66.4%
+510.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.1% |
| 7D | +18.5% | +0.6% | +17.9% | +18.5% |
| 30D | -8.1% | -1.9% | -6.2% | -8.1% |
| 3M | -28.2% | +0.3% | -28.5% | -28.4% |
| 6M | -26.1% | -3.0% | -23.1% | -26.2% |
| YTD | -9.0% | +8.4% | -17.3% | -9.3% |
| 1Y | +62.2% | +9.8% | +52.4% | +61.5% |
| 3Y | +1,621.9% | +47.4% | +1,574.4% | +1,607.2% |
| 5Y | +457.0% | +38.9% | +418.2% | +454.7% |
| All | +576.8% | +66.4% | +510.3% | +581.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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