-27.6%
AAL vs MO
+1,550.8%
-1,578.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.7% |
| 7D | -0.1% | +3.3% | -3.4% | -2.3% |
| 30D | +11.7% | +7.5% | +4.2% | +6.1% |
| 3M | -12.5% | +22.8% | -35.3% | -24.6% |
| 6M | +3.6% | +13.4% | -9.7% | -7.2% |
| YTD | -14.1% | +43.0% | -57.1% | -36.4% |
| 1Y | +0.8% | +45.2% | -44.5% | -26.3% |
| 3Y | +11.8% | +145.5% | -133.7% | -48.3% |
| 5Y | -35.1% | +157.1% | -192.2% | -72.2% |
| 10Y | -68.3% | +153.3% | -221.6% | -87.5% |
| All | -27.6% | +1,550.8% | -1,578.4% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling