Alpha Architect Robust Portfolio: Rebalancing Strategy
Managing the Alpha Architect Robust Portfolio with a yearly rebalancing, you would have obtained a 10.94% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 9.25%.
How do returns and drawdowns change, implementing different rebalancing strategies?
Rebalancing Strategies
In order to keep risk under control, you should rebalance assets quotes from time to time, so to keep them at the original percentage of the asset allocation.
At fixed time intervals:
- Yearly: Jan 1st
- Half Yearly: Jan 1st, Jul 1st
- Quarterly: Jan 1st, Apr 1st, Jul 1st, Oct 1st
Portfolio Returns as of Jun 30, 2026
Implementing different rebalancing strategies, the Alpha Architect Robust Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends, if existing
| Return (%) and number of rebalances as of Jun 30, 2026 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~45Y) |
|||||
| No Rebalancing | 38.09 | (0) | 13.16 | (0) | 14.28 | (0) | 10.94 | (0) | 12.37 | (0) |
| Yearly Rebalancing | 25.90 | (1) | 9.81 | (5) | 10.27 | (10) | 9.33 | (30) | 11.32 | (45) |
| Half Yearly Rebalancing | 25.84 | (2) | 9.90 | (10) | 10.38 | (20) | 9.25 | (60) | 11.25 | (89) |
| Quarterly Rebalancing | 27.37 | (4) | 10.15 | (20) | 10.56 | (40) | 9.26 | (120) | 11.28 | (178) |
| 5% Tolerance per asset | 25.95 | (0) | 9.92 | (2) | 10.55 | (5) | 9.44 | (18) | 11.44 | (21) |
| 10% Tolerance per asset | 26.91 | (1) | 10.87 | (2) | 11.29 | (4) | 10.05 | (8) | 11.77 | (8) |
In order to have complete information about the portfolio, please refer to the Alpha Architect Robust Portfolio: ETF allocation and returns page.
Performances as of Jun 30, 2026
Historical returns and stats of Alpha Architect Robust Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 12.37 | (0) | 13.05 | 0.95 | -51.08 | 0.24 |
| Yearly Rebalancing | 11.32 | (45) | 10.81 | 1.05 | -44.20 | 0.26 |
| Half Yearly Rebalancing | 11.25 | (89) | 10.77 | 1.04 | -43.47 | 0.26 |
| Quarterly Rebalancing | 11.28 | (178) | 10.83 | 1.04 | -44.49 | 0.25 |
| 5% Tolerance per asset | 11.44 | (21) | 10.88 | 1.05 | -44.42 | 0.26 |
| 10% Tolerance per asset | 11.77 | (8) | 11.32 | 1.04 | -43.22 | 0.27 |
Drawdowns as of Jun 30, 2026
Historical Drawdowns of Alpha Architect Robust Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-51.08
Nov 2007 - Jan 2013
|
-44.20
Nov 2007 - Apr 2011
|
-43.47
Nov 2007 - Apr 2011
|
-44.49
Nov 2007 - Apr 2011
|
-44.42
Nov 2007 - Apr 2011
|
-43.22
Nov 2007 - Feb 2011
|
|
-27.10
Sep 2000 - Dec 2003
|
-19.09
Jan 2020 - Aug 2020
|
-19.09
Jan 2020 - Nov 2020
|
-19.09
Jan 2020 - Aug 2020
|
-18.94
Jan 2020 - Aug 2020
|
-20.52
Sep 1987 - Jan 1989
|
|
-26.21
Nov 2021 - Mar 2024
|
-18.97
Sep 1987 - Jan 1989
|
-17.97
Sep 1987 - Jan 1989
|
-18.27
Nov 2021 - Feb 2024
|
-18.14
Sep 1987 - Jan 1989
|
-19.05
Jan 2020 - Aug 2020
|
|
-20.52
Sep 1987 - Jan 1989
|
-17.99
Nov 2021 - Feb 2024
|
-17.80
Nov 2021 - Feb 2024
|
-17.51
Sep 1987 - Jan 1989
|
-17.70
Nov 2021 - Feb 2024
|
-16.39
Nov 2021 - Jan 2024
|
|
-20.47
Feb 2020 - Jul 2020
|
-13.76
May 2011 - Feb 2012
|
-13.68
May 2011 - Feb 2012
|
-13.61
May 2011 - Feb 2012
|
-14.21
May 2011 - Feb 2012
|
-14.77
May 2011 - Feb 2012
|
| 5 Worst Drawdowns - Average | |||||
| -29.08 | -22.80 | -22.40 | -22.60 | -22.68 | -22.79 |
| 10 Worst Drawdowns - Average | |||||
| -19.61 | -16.37 | -16.24 | -16.30 | -16.35 | -16.79 |
For a deeper insight, please refer to the Alpha Architect Robust Portfolio: ETF allocation and returns page.