+274.8%
ASTS vs AEE
+77.9%
+196.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.0% | +8.7% |
| 7D | +2.8% | +0.2% | +2.6% | +2.8% |
| 30D | -28.8% | +9.7% | -38.6% | -28.8% |
| 3M | -48.9% | +5.8% | -54.7% | -48.9% |
| 6M | -55.6% | +4.5% | -60.1% | -55.7% |
| YTD | -49.6% | +15.8% | -65.4% | -49.8% |
| 1Y | -46.1% | +10.8% | -56.8% | -46.2% |
| 3Y | +749.7% | +62.8% | +686.9% | +741.1% |
| 5Y | +193.2% | +56.1% | +137.1% | +192.9% |
| All | +274.8% | +77.9% | +196.9% | +277.2% |
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