+160.4%
ASTS vs AEIS
+142.3%
+18.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.0% | -1.5% | -2.5% |
| 7D | +0.8% | +11.5% | -10.7% | -6.7% |
| 30D | -22.6% | -15.8% | -6.9% | -12.5% |
| 3M | -54.4% | -33.3% | -21.1% | -39.5% |
| 6M | -56.4% | -35.2% | -21.2% | -43.3% |
| YTD | -55.1% | +5.0% | -60.1% | -62.5% |
| 1Y | -46.9% | +8.5% | -55.4% | -56.1% |
| 3Y | +715.0% | +152.9% | +562.1% | +217.7% |
| All | +160.4% | +142.3% | +18.1% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling