Ted Aronson Family Taxable Portfolio vs David Swensen Yale Endowment Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - June 2025 (~41 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
Ted Aronson Family Taxable Portfolio
1.00$
Invested Capital
July 1995
9.43$
Final Capital
June 2025
7.76%
Yearly Return
11.67%
Std Deviation
-38.46%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
July 1995
4.48$
Final Capital
June 2025
5.13%
Yearly Return
11.67%
Std Deviation
-39.48%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
January 1985
44.45$
Final Capital
June 2025
9.82%
Yearly Return
11.89%
Std Deviation
-38.46%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
January 1985
14.62$
Final Capital
June 2025
6.85%
Yearly Return
11.89%
Std Deviation
-39.48%
Max Drawdown
40months
Recovery Period
David Swensen Yale Endowment Portfolio
1.00$
Invested Capital
July 1995
10.47$
Final Capital
June 2025
8.14%
Yearly Return
10.86%
Std Deviation
-40.68%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
July 1995
4.98$
Final Capital
June 2025
5.49%
Yearly Return
10.86%
Std Deviation
-41.66%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1985
39.82$
Final Capital
June 2025
9.52%
Yearly Return
10.69%
Std Deviation
-40.68%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
January 1985
13.10$
Final Capital
June 2025
6.56%
Yearly Return
10.69%
Std Deviation
-41.66%
Max Drawdown
42months
Recovery Period

As of June 2025, in the previous 30 Years, the Ted Aronson Family Taxable Portfolio obtained a 7.76% compound annual return, with a 11.67% standard deviation. It suffered a maximum drawdown of -38.46% that required 38 months to be recovered.

As of June 2025, in the previous 30 Years, the David Swensen Yale Endowment Portfolio obtained a 8.14% compound annual return, with a 10.86% standard deviation. It suffered a maximum drawdown of -40.68% that required 38 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Weight
(%)
Ticker Name
15.00
VPL
Vanguard FTSE Pacific
15.00
VV
Vanguard Large-Cap
10.00
EEM
iShares MSCI Emerging Markets
10.00
IJR
iShares Core S&P Small-Cap
5.00
IJS
iShares S&P Small-Cap 600 Value
5.00
IJT
iShares S&P Small-Cap 600 Growth
5.00
VTI
Vanguard Total Stock Market
5.00
VGK
Vanguard FTSE Europe
15.00
TIP
iShares TIPS Bond
10.00
TLT
iShares 20+ Year Treasury Bond
5.00
HYG
iShares iBoxx $ High Yield Corporate Bond
Weight
(%)
Ticker Name
30.00
VTI
Vanguard Total Stock Market
20.00
VNQ
Vanguard Real Estate
15.00
VEA
Vanguard FTSE Developed Markets
5.00
EEM
iShares MSCI Emerging Markets
15.00
IEI
iShares 3-7 Year Treasury Bond
15.00
TIP
iShares TIPS Bond
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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ted Aronson Family Taxable Portfolio
Ted Aronson
1 $ 9.43 $ 842.60% 7.76%
David Swensen Yale Endowment
David Swensen
1 $ 10.47 $ 946.94% 8.14%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ted Aronson Family Taxable Portfolio
Ted Aronson
1 $ 4.48 $ 347.99% 5.13%
David Swensen Yale Endowment
David Swensen
1 $ 4.98 $ 397.58% 5.49%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ted Aronson Family Taxable Portfolio
Ted Aronson
1 $ 44.45 $ 4 344.52% 9.82%
David Swensen Yale Endowment
David Swensen
1 $ 39.82 $ 3 882.48% 9.52%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ted Aronson Family Taxable Portfolio
Ted Aronson
1 $ 14.62 $ 1 362.27% 6.85%
David Swensen Yale Endowment
David Swensen
1 $ 13.10 $ 1 210.26% 6.56%

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Return (%) as of Jun 30, 2025
YTD
(6M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ted_aronson.webp Family Taxable Portfolio
Ted Aronson
6.95 3.84 6.95 10.60 7.57 6.72 7.76 9.82
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_david_swensen.webp Yale Endowment
David Swensen
7.39 2.86 7.39 12.38 8.42 7.14 8.14 9.52
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/06)
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Family Taxable Portfolio Yale Endowment
Author Ted Aronson David Swensen
ASSET ALLOCATION
Stocks 70% 70%
Fixed Income 30% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.60 12.38
Infl. Adjusted (%) 7.98 9.71
DRAWDOWN
Deepest Drawdown Depth (%) -4.25 -3.63
Start to Recovery (months) 7 6
Longest Drawdown Depth (%) -4.25 -3.63
Start to Recovery (months) 7 6
Longest Negative Period (months) 9 7
RISK INDICATORS
Standard Deviation (%) 9.22 7.97
Sharpe Ratio 0.65 0.97
Sortino Ratio 0.84 1.18
Ulcer Index 2.28 1.54
Ratio: Return / Standard Deviation 1.15 1.55
Ratio: Return / Deepest Drawdown 2.50 3.41
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Family Taxable Portfolio Yale Endowment
Author Ted Aronson David Swensen
ASSET ALLOCATION
Stocks 70% 70%
Fixed Income 30% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.57 8.42
Infl. Adjusted (%) 2.92 3.72
DRAWDOWN
Deepest Drawdown Depth (%) -23.76 -22.63
Start to Recovery (months) 31 31
Longest Drawdown Depth (%) -23.76 -22.63
Start to Recovery (months) 31 31
Longest Negative Period (months) 36 34
RISK INDICATORS
Standard Deviation (%) 12.98 12.30
Sharpe Ratio 0.38 0.47
Sortino Ratio 0.52 0.63
Ulcer Index 9.01 8.66
Ratio: Return / Standard Deviation 0.58 0.68
Ratio: Return / Deepest Drawdown 0.32 0.37
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Family Taxable Portfolio Yale Endowment
Author Ted Aronson David Swensen
ASSET ALLOCATION
Stocks 70% 70%
Fixed Income 30% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.72 7.14
Infl. Adjusted (%) 3.57 3.98
DRAWDOWN
Deepest Drawdown Depth (%) -23.76 -22.63
Start to Recovery (months) 31 31
Longest Drawdown Depth (%) -23.76 -22.63
Start to Recovery (months) 31 31
Longest Negative Period (months) 36 34
RISK INDICATORS
Standard Deviation (%) 11.88 11.15
Sharpe Ratio 0.41 0.48
Sortino Ratio 0.55 0.63
Ulcer Index 7.02 6.60
Ratio: Return / Standard Deviation 0.57 0.64
Ratio: Return / Deepest Drawdown 0.28 0.32
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Family Taxable Portfolio Yale Endowment
Author Ted Aronson David Swensen
ASSET ALLOCATION
Stocks 70% 70%
Fixed Income 30% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.76 8.14
Infl. Adjusted (%) 5.13 5.49
DRAWDOWN
Deepest Drawdown Depth (%) -38.46 -40.68
Start to Recovery (months) 38 38
Longest Drawdown Depth (%) -19.15 -40.68
Start to Recovery (months) 43 38
Longest Negative Period (months) 61 62
RISK INDICATORS
Standard Deviation (%) 11.67 10.86
Sharpe Ratio 0.47 0.54
Sortino Ratio 0.62 0.70
Ulcer Index 8.04 7.44
Ratio: Return / Standard Deviation 0.67 0.75
Ratio: Return / Deepest Drawdown 0.20 0.20
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Family Taxable Portfolio Yale Endowment
Author Ted Aronson David Swensen
ASSET ALLOCATION
Stocks 70% 70%
Fixed Income 30% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.82 9.52
Infl. Adjusted (%) 6.85 6.56
DRAWDOWN
Deepest Drawdown Depth (%) -38.46 -40.68
Start to Recovery (months) 38 38
Longest Drawdown Depth (%) -19.15 -40.68
Start to Recovery (months) 43 38
Longest Negative Period (months) 61 62
RISK INDICATORS
Standard Deviation (%) 11.89 10.69
Sharpe Ratio 0.56 0.60
Sortino Ratio 0.73 0.77
Ulcer Index 7.36 6.72
Ratio: Return / Standard Deviation 0.83 0.89
Ratio: Return / Deepest Drawdown 0.26 0.23
Metrics calculated over the period 1 January 1985 - 30 June 2025
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)

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Family Taxable Portfolio Yale Endowment
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-40.68 38 Nov 2007
Dec 2010
-38.46 38 Nov 2007
Dec 2010
-23.76 31 Jan 2022
Jul 2024
-22.63 31 Jan 2022
Jul 2024
-19.15 43 Apr 2000
Oct 2003
-15.50 8 Jan 2020
Aug 2020
-14.91 8 May 1998
Dec 1998
-14.79 7 Feb 2020
Aug 2020
-12.17 10 May 2011
Feb 2012
-11.35 9 May 2011
Jan 2012
-11.15 13 Sep 2018
Sep 2019
-10.97 9 Apr 1998
Dec 1998
-10.82 33 Sep 2000
May 2003
-9.47 15 May 2015
Jul 2016
-8.41 7 Sep 2018
Mar 2019

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Family Taxable Portfolio Yale Endowment
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-40.68 38 Nov 2007
Dec 2010
-38.46 38 Nov 2007
Dec 2010
-23.76 31 Jan 2022
Jul 2024
-22.63 31 Jan 2022
Jul 2024
-19.80 17 Sep 1987
Jan 1989
-19.15 43 Apr 2000
Oct 2003
-16.23 14 Jan 1990
Feb 1991
-16.20 16 Sep 1987
Dec 1988
-15.50 8 Jan 2020
Aug 2020
-14.91 8 May 1998
Dec 1998
-14.79 7 Feb 2020
Aug 2020
-12.63 14 Jan 1990
Feb 1991
-12.17 10 May 2011
Feb 2012
-11.35 9 May 2011
Jan 2012
-11.15 13 Sep 2018
Sep 2019

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 June 2025 (~41 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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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Family Taxable Portfolio Yale Endowment
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
6.95 -2.54 7.39 -2.00
2024
7.51 -4.01 9.42 -3.92
2023
14.11 -10.26 14.45 -8.62
2022
-17.99 -23.76 -17.82 -22.63
2021
11.93 -2.70 17.84 -3.58
2020
14.59 -15.50 10.35 -14.79
2019
19.91 -4.16 21.39 -2.68
2018
-7.55 -11.15 -5.76 -8.41
2017
18.03 0.00 13.79 0.00
2016
11.10 -3.28 7.40 -3.21
2015
-2.35 -8.94 -0.29 -6.50
2014
5.69 -3.72 9.76 -3.40
2013
16.00 -3.60 12.04 -4.27
2012
13.70 -5.12 13.44 -4.70
2011
1.62 -11.35 2.46 -12.17
2010
15.27 -7.89 14.85 -7.93
2009
22.79 -16.25 23.34 -16.98
2008
-23.35 -29.03 -25.11 -30.37
2007
8.73 -4.14 4.93 -4.58
2006
13.15 -3.87 17.78 -2.66
2005
11.21 -3.74 8.67 -2.69
2004
15.55 -4.55 16.01 -5.84
2003
29.19 -3.01 26.59 -1.98
2002
-6.02 -12.97 -3.49 -9.34
2001
-4.75 -14.72 -1.98 -9.29
2000
-3.43 -9.39 3.33 -5.76
1999
21.96 -3.52 13.91 -2.69
1998
8.20 -14.91 8.26 -10.97
1997
11.05 -4.65 15.25 -3.44
1996
9.90 -4.53 15.04 -2.41
1995
22.30 -1.48 20.31 -1.03
1994
-1.76 -8.05 -2.86 -8.21
1993
27.27 -4.14 20.71 -3.68
1992
4.09 -3.41 5.36 -3.21
1991
34.68 -4.22 29.05 -3.46
1990
-8.23 -16.23 -6.06 -12.63
1989
26.56 -2.22 21.59 -1.39
1988
19.56 -3.39 15.34 -2.25
1987
1.58 -19.80 2.49 -16.20
1986
27.86 -4.58 23.31 -3.94
1985
34.27 -2.36 30.22 -1.80
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