Alpha Architect Robust vs US Stocks Value Portfolio Comparison

Last Update: 29 February 2024

The Alpha Architect Robust Portfolio obtained a 8.91% compound annual return, with a 11.10% standard deviation, in the last 30 Years.

The US Stocks Value Portfolio obtained a 9.96% compound annual return, with a 15.37% standard deviation, in the last 30 Years.

Summary

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Alpha Architect Robust Portfolio US Stocks Value Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 70% 100%
Fixed Income 20% 0%
Commodities 10% 0%
30 Years Stats Return +8.91% +9.96%
Std Dev 11.10% 15.37%
Max Drawdown -44.20% -55.41%
All time Stats
(Since Jan 1982)
Return +10.92% +11.60%
Std Dev 10.89% 15.38%
Max Drawdown -44.20% -55.41%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Alpha Architect Robust Portfolio +3.72 +10.30 +13.68 +7.33 +6.57 +8.91 +10.92
US Stocks Value Portfolio +2.83 +11.48 +20.53 +12.23 +10.17 +9.96 +11.60
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Alpha Architect Robust Portfolio: an investment of 1$, since March 1994, now would be worth 12.94$, with a total return of 1193.65% (8.91% annualized).

US Stocks Value Portfolio: an investment of 1$, since March 1994, now would be worth 17.24$, with a total return of 1624.28% (9.96% annualized).

Alpha Architect Robust Portfolio: an investment of 1$, since January 1982, now would be worth 78.96$, with a total return of 7796.25% (10.92% annualized).

US Stocks Value Portfolio: an investment of 1$, since January 1982, now would be worth 102.12$, with a total return of 10111.91% (11.60% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Alpha Architect Robust Portfolio
US Stocks Value Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-55.41% Jun 2007 Feb 2009 (21) Jan 2013 (68) 25.46
-44.20% Nov 2007 Feb 2009 (16) Apr 2011 (42) 21.00
-32.49% Sep 2000 Sep 2002 (25) Feb 2004 (42) 17.09
-26.06% Jan 2020 Mar 2020 (3) Dec 2020 (12) 13.06
-19.09% Jan 2020 Mar 2020 (3) Aug 2020 (8) 9.42
-17.99% Nov 2021 Sep 2022 (11) Feb 2024 (28) 8.99
-17.60% Jul 1998 Aug 1998 (2) Dec 1998 (6) 8.56
-16.63% Jan 2022 Sep 2022 (9) Jan 2023 (13) 6.87
-13.76% May 2011 Sep 2011 (5) Feb 2012 (10) 6.03
-12.58% Feb 2001 Sep 2002 (20) May 2003 (28) 7.94
-12.56% Feb 2018 Dec 2018 (11) Apr 2019 (15) 5.22
-11.72% Oct 2018 Dec 2018 (3) Jun 2019 (9) 5.38
-10.75% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.33
-10.70% Jun 2015 Jan 2016 (8) Jun 2016 (13) 5.85
-9.27% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.98
-8.88% Jul 1999 Sep 1999 (3) Dec 1999 (6) 4.59
-7.83% Jun 2015 Feb 2016 (9) Jun 2016 (13) 4.03
-7.76% May 2019 May 2019 (1) Jul 2019 (3) 3.88
-6.42% Apr 2012 May 2012 (2) Aug 2012 (5) 3.05
-5.25% Aug 1997 Aug 1997 (1) Nov 1997 (4) 2.78

Drawdown comparison chart since January 1982.

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Alpha Architect Robust Portfolio
US Stocks Value Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-55.41% Jun 2007 Feb 2009 (21) Jan 2013 (68) 25.46
-44.20% Nov 2007 Feb 2009 (16) Apr 2011 (42) 21.00
-32.49% Sep 2000 Sep 2002 (25) Feb 2004 (42) 17.09
-30.17% Sep 1987 Nov 1987 (3) Apr 1989 (20) 15.87
-26.06% Jan 2020 Mar 2020 (3) Dec 2020 (12) 13.06
-19.09% Jan 2020 Mar 2020 (3) Aug 2020 (8) 9.42
-18.97% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.16
-17.99% Nov 2021 Sep 2022 (11) Feb 2024 (28) 8.99
-17.60% Jul 1998 Aug 1998 (2) Dec 1998 (6) 8.56
-16.63% Jan 2022 Sep 2022 (9) Jan 2023 (13) 6.87
-16.02% Jun 1990 Oct 1990 (5) Feb 1991 (9) 9.06
-13.76% May 2011 Sep 2011 (5) Feb 2012 (10) 6.03
-12.58% Feb 2001 Sep 2002 (20) May 2003 (28) 7.94
-12.56% Feb 2018 Dec 2018 (11) Apr 2019 (15) 5.22
-11.72% Oct 2018 Dec 2018 (3) Jun 2019 (9) 5.38
-10.75% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.33
-10.70% Jun 2015 Jan 2016 (8) Jun 2016 (13) 5.85
-9.40% Jan 1982 Jul 1982 (7) Aug 1982 (8) 5.60
-9.27% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.98
-8.88% Jul 1999 Sep 1999 (3) Dec 1999 (6) 4.59

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+4.88%
0.00%
+2.94%
0.00%
2023
+8.53%
-6.88%
+21.75%
-9.27%
2022
-10.29%
-17.33%
-5.39%
-16.63%
2021
+17.40%
-3.99%
+25.21%
-3.32%
2020
+7.53%
-19.09%
+1.55%
-26.06%
2019
+20.35%
-3.33%
+31.48%
-7.76%
2018
-6.10%
-11.72%
-9.18%
-12.56%
2017
+18.49%
0.00%
+15.08%
-1.63%
2016
+8.13%
-3.96%
+18.48%
-5.38%
2015
-0.63%
-6.68%
-4.32%
-10.50%
2014
+5.13%
-2.85%
+12.75%
-3.59%
2013
+19.10%
-2.13%
+32.19%
-3.90%
2012
+12.28%
-6.42%
+17.36%
-6.74%
2011
+2.08%
-13.76%
-0.29%
-19.14%
2010
+14.95%
-9.68%
+15.81%
-13.77%
2009
+17.10%
-18.31%
+19.61%
-23.38%
2008
-29.35%
-32.35%
-36.01%
-37.37%
2007
+9.03%
-3.32%
-1.38%
-9.05%
2006
+14.56%
-2.50%
+21.90%
-2.74%
2005
+13.33%
-2.38%
+6.59%
-3.67%
2004
+18.01%
-4.18%
+16.71%
-3.14%
2003
+28.95%
-2.12%
+31.72%
-5.06%
2002
+0.96%
-8.47%
-16.07%
-25.33%
2001
-7.16%
-12.58%
-4.82%
-13.49%
2000
+9.39%
-3.34%
+3.67%
-8.97%
1999
+18.95%
-2.74%
+8.54%
-8.88%
1998
+13.95%
-10.75%
+17.96%
-17.60%
1997
+16.27%
-2.68%
+32.64%
-5.25%
1996
+20.00%
-2.93%
+23.15%
-4.43%
1995
+26.04%
-0.64%
+39.35%
-0.21%
1994
-1.64%
-6.68%
+0.35%
-6.99%
1993
+14.31%
-2.17%
+10.42%
-2.38%
1992
+8.50%
-1.40%
+8.69%
-2.26%
1991
+23.44%
-3.45%
+29.07%
-4.66%
1990
-1.58%
-6.78%
-6.16%
-16.02%
1989
+26.71%
-1.47%
+28.73%
-3.12%
1988
+15.37%
-2.21%
+19.63%
-3.20%
1987
+7.28%
-18.97%
+3.51%
-30.17%
1986
+23.86%
-4.64%
+17.17%
-8.41%
1985
+30.79%
-1.26%
+32.40%
-3.74%
1984
+6.69%
-5.23%
+8.57%
-5.86%
1983
+19.86%
-1.91%
+24.55%
-2.99%
1982
+23.06%
-3.32%
+21.31%
-9.40%