-64.8%
AAL vs MCO
+393.6%
-458.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.2% |
| 7D | -0.9% | -3.8% | +2.9% | +1.6% |
| 30D | -12.9% | -0.4% | -12.5% | -12.9% |
| 3M | -11.2% | +7.7% | -18.9% | -15.9% |
| 6M | +17.8% | +7.0% | +10.9% | +11.6% |
| YTD | -15.1% | -6.4% | -8.7% | -13.2% |
| 1Y | +0.5% | -7.6% | +8.1% | +3.4% |
| 3Y | -7.7% | +43.2% | -50.9% | -29.9% |
| 5Y | -31.3% | +29.6% | -60.9% | -45.5% |
| All | -64.8% | +393.6% | -458.4% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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