-29.4%
AAL vs MCO
+1,095.3%
-1,124.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.4% |
| 7D | -0.9% | -7.3% | +6.4% | +4.5% |
| 30D | -16.0% | -1.7% | -14.3% | -15.2% |
| 3M | -4.2% | +3.9% | -8.2% | -7.5% |
| 6M | +15.7% | +3.8% | +11.9% | +11.4% |
| YTD | -16.2% | -7.9% | -8.3% | -13.3% |
| 1Y | +0.2% | -6.8% | +7.1% | +2.4% |
| 3Y | -8.1% | +40.9% | -49.0% | -30.6% |
| 5Y | -32.2% | +27.5% | -59.7% | -46.1% |
| 10Y | -65.4% | +381.4% | -446.8% | -90.2% |
| All | -29.4% | +1,095.3% | -1,124.7% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling