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
| 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
| 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 |
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.
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.
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.
| 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% |