Aldehydes are easier to oxidize via radical mechanisms because of the ease with which one can break the C-H bond. The resulting radical is stabilized via delocalization of an oxygen lone pair.
SuchSuch stabilization is absent in an alcohol. The alcohol shows a similar moiety, but I think the stabilization is absent in an alcoholthe aldehyde is greater because of the shorter C-O bond, which improves orbital overlap.
In a laboratory setting, alcohols tend to be more stable to air, whereas aldehydes can be prone to air oxidation.