+576.8%
ASTS vs IEF
-2.7%
+579.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.1% |
| 7D | +18.5% | +0.1% | +18.4% | +18.5% |
| 30D | -8.1% | -0.7% | -7.4% | -8.2% |
| 3M | -28.2% | -0.4% | -27.7% | -28.2% |
| 6M | -26.1% | -2.5% | -23.6% | -26.6% |
| YTD | -9.0% | -1.6% | -7.4% | -9.3% |
| 1Y | +62.2% | -1.3% | +63.5% | +61.7% |
| 3Y | +1,621.9% | +10.1% | +1,611.8% | +1,635.6% |
| 5Y | +457.0% | -8.3% | +465.3% | +441.9% |
| All | +576.8% | -2.7% | +579.4% | +563.0% |
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