-8.2%
AAL vs MO
+93.0%
-101.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.3% | -2.4% | +1.1% | -1.5% |
| 30D | -13.7% | +3.6% | -17.3% | -13.5% |
| 3M | -8.2% | -3.7% | -4.5% | -8.5% |
| 6M | +13.1% | +4.5% | +8.6% | +12.8% |
| YTD | -15.6% | +21.5% | -37.1% | -16.3% |
| 1Y | +1.4% | +9.5% | -8.1% | +1.2% |
| All | -8.2% | +93.0% | -101.1% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling