Last Update: 31 July 2022

The Alpha Architect Robust Portfolio obtained a 8.33% compound annual return, with a 11.01% standard deviation, in the last 30 Years.

The Warren Buffett Portfolio obtained a 9.53% compound annual return, with a 13.24% standard deviation, in the last 30 Years.

Summary

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Alpha Architect Robust Portfolio Warren Buffett Portfolio
Risk Very High Very High
Asset Allocation Stocks 70% 90%
Fixed Income 20% 10%
Commodities 10% 0%
30 Years Stats Return +8.33% +9.53%
Std Dev 11.01% 13.24%
Max Drawdown -45.15% -45.52%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from January 1992

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Alpha Architect Robust Portfolio +5.28 -3.22 -4.73 +7.00 +7.49 +8.33 +8.32
Warren Buffett Portfolio +8.14 -8.04 -6.56 +11.56 +12.47 +9.53 +9.46
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Alpha Architect Robust Portfolio: an investment of 1000$, since August 1992, now would be worth 11041.04$, with a total return of 1004.10% (8.33% annualized).

Warren Buffett Portfolio: an investment of 1000$, since August 1992, now would be worth 15346.83$, with a total return of 1434.68% (9.53% annualized).

Alpha Architect Robust Portfolio: an investment of 1000$, since January 1992, now would be worth 11520.05$, with a total return of 1052.01% (8.32% annualized).

Warren Buffett Portfolio: an investment of 1000$, since January 1992, now would be worth 15865.70$, with a total return of 1486.57% (9.46% annualized).

Drawdowns

Drawdown comparison chart since July 1992.

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Alpha Architect Robust Portfolio
Warren Buffett Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-45.52% Nov 2007 Feb 2009
-45.15% Nov 2007 Feb 2009
-39.67% Sep 2000 Sep 2002
-19.61% Jan 2022 Jun 2022
-19.45% Jan 2020 Mar 2020
-17.49% Feb 2020 Mar 2020
-15.04% May 2011 Sep 2011
-14.59% May 2011 Sep 2011
-13.83% Jul 1998 Aug 1998
-13.06% Feb 2001 Sep 2002
-12.88% Sep 2018 Dec 2018
-12.65% Nov 2021 Jun 2022
-12.38% Apr 1998 Aug 1998
-12.09% Oct 2018 Dec 2018
-10.26% Jun 2015 Feb 2016
-7.73% Aug 2015 Sep 2015
-6.47% Feb 1994 Mar 1994
-6.32% Feb 1994 Nov 1994
-6.10% Jan 2000 Feb 2000
-6.10% Apr 2012 May 2012

Drawdown comparison chart since January 1992.

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Alpha Architect Robust Portfolio
Warren Buffett Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-45.52% Nov 2007 Feb 2009
-45.15% Nov 2007 Feb 2009
-39.67% Sep 2000 Sep 2002
-19.61% Jan 2022 Jun 2022
-19.45% Jan 2020 Mar 2020
-17.49% Feb 2020 Mar 2020
-15.04% May 2011 Sep 2011
-14.59% May 2011 Sep 2011
-13.83% Jul 1998 Aug 1998
-13.06% Feb 2001 Sep 2002
-12.88% Sep 2018 Dec 2018
-12.65% Nov 2021 Jun 2022
-12.38% Apr 1998 Aug 1998
-12.09% Oct 2018 Dec 2018
-10.26% Jun 2015 Feb 2016
-7.73% Aug 2015 Sep 2015
-6.47% Feb 1994 Mar 1994
-6.32% Feb 1994 Nov 1994
-6.10% Jan 2000 Feb 2000
-6.10% Apr 2012 May 2012

Yearly Returns

Yearly return comparison. Common historical serie start from January 1992.

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Year Alpha Architect Robust Portfolio Warren Buffett Portfolio
2022
-7.69% -13.06%
2021
+15.71% +24.59%
2020
+9.55% +19.19%
2019
+22.11% +28.46%
2018
-7.40% -3.84%
2017
+14.23% +19.83%
2016
+7.34% +10.69%
2015
-2.97% +0.96%
2014
+4.41% +12.08%
2013
+18.23% +29.44%
2012
+13.25% +14.59%
2011
+0.76% +1.43%
2010
+17.52% +14.55%
2009
+20.28% +24.66%
2008
-30.92% -32.35%
2007
+5.28% +6.30%
2006
+16.14% +14.32%
2005
+9.03% +5.58%
2004
+16.21% +9.73%
2003
+29.60% +25.87%
2002
-1.83% -19.13%
2001
-5.48% -10.04%
2000
+9.35% -7.27%
1999
+12.94% +19.15%
1998
+7.93% +26.49%
1997
+15.26% +30.52%
1996
+17.80% +21.03%
1995
+24.75% +34.91%
1994
-1.20% +1.01%
1993
+16.81% +9.53%
1992
+9.58% +7.36%
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