+230.9%
ASTS vs AEE
+77.2%
+153.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.0% | +7.1% |
| 7D | -21.1% | +2.1% | -23.2% | -21.1% |
| 30D | -46.7% | +11.4% | -58.1% | -46.7% |
| 3M | -52.0% | +5.0% | -57.0% | -52.0% |
| 6M | -54.3% | +4.4% | -58.7% | -54.3% |
| YTD | -55.5% | +15.4% | -70.9% | -55.7% |
| 1Y | -50.5% | +13.8% | -64.2% | -50.6% |
| 3Y | +706.2% | +58.0% | +648.2% | +699.3% |
| 5Y | +165.2% | +52.9% | +112.3% | +164.6% |
| All | +230.9% | +77.2% | +153.7% | +233.0% |
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