+233.7%
ASTS vs AEP
+75.7%
+158.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | +0.8% | +2.9% | -2.0% | +0.8% |
| 30D | -22.6% | +3.2% | -25.8% | -22.6% |
| 3M | -54.4% | +3.8% | -58.2% | -54.4% |
| 6M | -56.4% | +2.5% | -58.9% | -56.5% |
| YTD | -55.1% | +15.5% | -70.6% | -55.4% |
| 1Y | -46.9% | +9.6% | -56.5% | -47.2% |
| 3Y | +715.0% | +91.2% | +623.8% | +687.6% |
| 5Y | +153.7% | +88.2% | +65.5% | +153.4% |
| All | +233.7% | +75.7% | +158.0% | +235.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling