+537.8%
ASTS vs AEIS
+381.2%
+156.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -1.0% |
| 7D | +7.3% | +3.0% | +4.4% | +5.7% |
| 30D | -8.9% | -14.6% | +5.8% | -1.0% |
| 3M | -41.9% | -12.4% | -29.5% | -39.0% |
| 6M | -40.6% | -15.0% | -25.6% | -36.7% |
| YTD | -14.2% | +34.3% | -48.5% | -28.7% |
| 1Y | +48.9% | +87.4% | -38.5% | +5.4% |
| 3Y | +1,461.7% | +139.8% | +1,321.9% | +876.3% |
| 5Y | +404.1% | +220.7% | +183.4% | +182.1% |
| All | +537.8% | +381.2% | +156.6% | +259.2% |
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 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