+277.6%
ASTS vs IEF
-2.7%
+280.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.1% | +14.2% | +14.1% |
| 7D | +1.5% | +0.3% | +1.2% | +1.6% |
| 30D | -27.6% | +2.7% | -30.3% | -27.5% |
| 3M | -48.7% | -0.8% | -47.9% | -48.8% |
| 6M | -50.8% | -1.7% | -49.2% | -51.0% |
| YTD | -49.2% | -1.6% | -47.6% | -49.4% |
| 1Y | -46.7% | -1.6% | -45.1% | -46.9% |
| 3Y | +793.2% | +12.4% | +780.8% | +801.6% |
| 5Y | +195.6% | -7.6% | +203.2% | +188.1% |
| All | +277.6% | -2.7% | +280.3% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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