-64.8%
AAL vs MO
+114.7%
-179.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.1% |
| 7D | -0.9% | +0.1% | -1.1% | -1.0% |
| 30D | -12.9% | +7.1% | -20.0% | -15.9% |
| 3M | -11.2% | -2.0% | -9.2% | -11.2% |
| 6M | +17.8% | +7.3% | +10.5% | +10.9% |
| YTD | -15.1% | +23.5% | -38.6% | -26.6% |
| 1Y | +0.5% | +11.0% | -10.5% | -8.3% |
| 3Y | -7.7% | +95.0% | -102.7% | -42.4% |
| 5Y | -31.3% | +100.6% | -132.0% | -59.2% |
| All | -64.8% | +114.7% | -179.5% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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