-33.5%
AAL vs MCO
+26.6%
-60.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.3% |
| 7D | -0.9% | -7.3% | +6.4% | +4.0% |
| 30D | -16.0% | -1.7% | -14.3% | -15.2% |
| 3M | -4.2% | +3.9% | -8.2% | -7.3% |
| 6M | +15.7% | +3.8% | +11.9% | +11.7% |
| YTD | -16.2% | -7.9% | -8.3% | -13.1% |
| 1Y | +0.2% | -6.8% | +7.1% | +2.6% |
| 3Y | -8.1% | +40.9% | -49.0% | -30.6% |
| All | -33.5% | +26.6% | -60.0% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling