+423.8%
AEM vs LBRT
+33.5%
+390.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.2% |
| 7D | -0.5% | +8.7% | -9.3% | -1.0% |
| 30D | +24.0% | +6.6% | +17.4% | +23.5% |
| 3M | +16.1% | -34.5% | +50.6% | +18.5% |
| 6M | -11.6% | -24.5% | +12.9% | -10.7% |
| YTD | +21.5% | +12.7% | +8.8% | +19.7% |
| 1Y | +39.2% | +94.8% | -55.7% | +32.0% |
| 3Y | +347.4% | +31.9% | +315.6% | +329.2% |
| 5Y | +290.1% | +111.8% | +178.3% | +260.9% |
| All | +423.8% | +33.5% | +390.3% | +325.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded LBRT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling