+230.9%
ASTS vs AEIS
+237.5%
-6.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.1% | +0.9% | +3.8% |
| 7D | -21.1% | -11.3% | -9.8% | -15.8% |
| 30D | -46.7% | -32.6% | -14.1% | -34.3% |
| 3M | -52.0% | -39.2% | -12.8% | -38.2% |
| 6M | -54.3% | -45.4% | -8.9% | -38.7% |
| YTD | -55.5% | -5.8% | -49.7% | -55.8% |
| 1Y | -50.5% | -10.0% | -40.5% | -49.1% |
| 3Y | +706.2% | +121.2% | +585.1% | +444.6% |
| 5Y | +165.2% | +110.6% | +54.6% | +79.5% |
| All | +230.9% | +237.5% | -6.6% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling