+244.8%
ASTS vs AEIS
+279.7%
-34.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.1% | -9.8% | -9.3% |
| 7D | -9.3% | -6.9% | -2.4% | -5.5% |
| 30D | -33.9% | -23.2% | -10.7% | -23.9% |
| 3M | -51.0% | -29.5% | -21.5% | -41.7% |
| 6M | -55.1% | -37.9% | -17.2% | -43.8% |
| YTD | -53.6% | +6.0% | -59.6% | -56.7% |
| 1Y | -51.0% | +1.2% | -52.2% | -52.6% |
| 3Y | +681.7% | +150.0% | +531.7% | +395.7% |
| 5Y | +182.4% | +141.9% | +40.5% | +79.1% |
| All | +244.8% | +279.7% | -34.9% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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