+62.2%
ASTS vs AEP
+19.5%
+42.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.4% | +6.2% |
| 7D | +18.5% | +2.0% | +16.5% | +18.8% |
| 30D | -8.1% | +0.5% | -8.6% | -8.0% |
| 3M | -28.2% | -0.3% | -27.9% | -28.4% |
| 6M | -26.1% | -3.5% | -22.6% | -27.2% |
| YTD | -9.0% | +11.3% | -20.2% | -15.4% |
| 1Y | +62.2% | +20.2% | +41.9% | +38.0% |
| All | +62.2% | +19.5% | +42.7% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AEP 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling