Consolidated Returns as of 30 June 2024
Holding the Alpha Architect Robust Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~43 years), the longest period with a negative return lasted 62 months (from January 2004 to February 2009).
This means that every rolling period of 63 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Alpha Architect Robust Portfolio: ETF allocation and returns page.
Previous vs subsequent Returns
Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?
In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.
Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area
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The annualized return of the last 10 years has been 6.66% (updated at Jun 30, 2024).
Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.63% |
+48.51%
Jul 1982 - Jun 1983 |
-40.18%
Mar 2008 - Feb 2009 |
16.63%
83 out of 499 |
US Inflation Adjusted | +9.79% |
+44.92%
Jul 1982 - Jun 1983 |
-40.19%
Mar 2008 - Feb 2009 |
23.05%
115 out of 499 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.11% |
+32.49%
Sep 1985 - Aug 1987 |
-21.39%
Mar 2007 - Feb 2009 |
10.06%
49 out of 487 |
US Inflation Adjusted | +8.74% |
+28.81%
Mar 2009 - Feb 2011 |
-22.97%
Mar 2007 - Feb 2009 |
14.37%
70 out of 487 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.01% |
+31.02%
Aug 1984 - Jul 1987 |
-11.22%
Mar 2006 - Feb 2009 |
5.89%
28 out of 475 |
US Inflation Adjusted | +8.06% |
+27.19%
Aug 1984 - Jul 1987 |
-13.11%
Mar 2006 - Feb 2009 |
12.21%
58 out of 475 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.75% |
+25.96%
Jul 1982 - Jun 1986 |
-5.31%
Mar 2005 - Feb 2009 |
4.10%
19 out of 463 |
US Inflation Adjusted | +7.63% |
+22.23%
Jul 1982 - Jun 1986 |
-7.65%
Mar 2005 - Feb 2009 |
9.72%
45 out of 463 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.49% |
+26.57%
Aug 1982 - Jul 1987 |
-1.74%
Mar 2004 - Feb 2009 |
0.67%
3 out of 451 |
US Inflation Adjusted | +7.79% |
+22.72%
Aug 1982 - Jul 1987 |
-4.27%
Mar 2004 - Feb 2009 |
5.32%
24 out of 451 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.46% |
+20.93%
Jul 1982 - Jun 1988 |
+2.19%
Oct 2005 - Sep 2011 |
0.00%
0 out of 439 |
US Inflation Adjusted | +7.55% |
+17.04%
Jul 1982 - Jun 1988 |
-0.02%
Oct 2005 - Sep 2011 |
0.23%
1 out of 439 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.44% |
+21.62%
Aug 1982 - Jul 1989 |
+3.26%
Mar 2002 - Feb 2009 |
0.00%
0 out of 427 |
US Inflation Adjusted | +7.73% |
+17.45%
Aug 1982 - Jul 1989 |
+0.66%
Mar 2002 - Feb 2009 |
0.00%
0 out of 427 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.80% |
+19.37%
Aug 1982 - Jul 1990 |
+2.20%
Mar 2001 - Feb 2009 |
0.00%
0 out of 415 |
US Inflation Adjusted | +7.99% |
+15.10%
Aug 1982 - Jul 1990 |
-0.19%
Mar 2001 - Feb 2009 |
0.24%
1 out of 415 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.78% |
+18.62%
Aug 1982 - Jul 1991 |
+3.00%
Mar 2000 - Feb 2009 |
0.00%
0 out of 403 |
US Inflation Adjusted | +7.82% |
+14.29%
Aug 1982 - Jul 1991 |
+0.47%
Mar 2000 - Feb 2009 |
0.00%
0 out of 403 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.56% |
+17.98%
Aug 1982 - Jul 1992 |
+4.41%
Mar 1999 - Feb 2009 |
0.00%
0 out of 391 |
US Inflation Adjusted | +7.92% |
+13.75%
Aug 1982 - Jul 1992 |
+1.77%
Mar 1999 - Feb 2009 |
0.00%
0 out of 391 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.26% |
+17.52%
Aug 1982 - Jul 1993 |
+4.55%
Jan 2008 - Dec 2018 |
0.00%
0 out of 379 |
US Inflation Adjusted | +7.73% |
+13.39%
Aug 1982 - Jul 1993 |
+2.00%
Mar 1998 - Feb 2009 |
0.00%
0 out of 379 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.30% |
+16.55%
Mar 1982 - Feb 1994 |
+4.20%
Apr 2008 - Mar 2020 |
0.00%
0 out of 367 |
US Inflation Adjusted | +7.85% |
+12.38%
Aug 1982 - Jul 1994 |
+2.56%
Apr 2008 - Mar 2020 |
0.00%
0 out of 367 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.07% |
+16.58%
Aug 1984 - Jul 1997 |
+4.06%
Apr 2007 - Mar 2020 |
0.00%
0 out of 355 |
US Inflation Adjusted | +6.71% |
+12.77%
Aug 1984 - Jul 1997 |
+2.24%
Apr 2007 - Mar 2020 |
0.00%
0 out of 355 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.09% |
+16.36%
Jul 1982 - Jun 1996 |
+4.66%
Apr 2006 - Mar 2020 |
0.00%
0 out of 343 |
US Inflation Adjusted | +6.63% |
+12.44%
Jul 1982 - Jun 1996 |
+2.76%
Apr 2006 - Mar 2020 |
0.00%
0 out of 343 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.44% |
+17.05%
Aug 1982 - Jul 1997 |
+4.84%
Oct 2007 - Sep 2022 |
0.00%
0 out of 331 |
US Inflation Adjusted | +6.97% |
+13.23%
Aug 1982 - Jul 1997 |
+2.41%
Oct 2007 - Sep 2022 |
0.00%
0 out of 331 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.31% |
+16.69%
Jul 1982 - Jun 1998 |
+4.72%
Nov 2007 - Oct 2023 |
0.00%
0 out of 319 |
US Inflation Adjusted | +6.76% |
+12.98%
Jul 1982 - Jun 1998 |
+2.23%
Nov 2007 - Oct 2023 |
0.00%
0 out of 319 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.47% |
+16.60%
Jul 1982 - Jun 1999 |
+5.36%
Nov 2006 - Oct 2023 |
0.00%
0 out of 307 |
US Inflation Adjusted | +6.91% |
+12.97%
Jul 1982 - Jun 1999 |
+2.78%
Nov 2006 - Oct 2023 |
0.00%
0 out of 307 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.77% |
+16.38%
Jul 1982 - Jun 2000 |
+5.95%
Nov 2005 - Oct 2023 |
0.00%
0 out of 295 |
US Inflation Adjusted | +7.16% |
+12.72%
Jul 1982 - Jun 2000 |
+3.42%
Nov 2005 - Oct 2023 |
0.00%
0 out of 295 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.74% |
+15.64%
Feb 1982 - Jan 2001 |
+6.41%
Nov 2004 - Oct 2023 |
0.00%
0 out of 283 |
US Inflation Adjusted | +7.08% |
+11.92%
Feb 1982 - Jan 2001 |
+3.77%
Nov 2004 - Oct 2023 |
0.00%
0 out of 283 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.79% |
+14.68%
Apr 1982 - Mar 2002 |
+6.34%
Apr 2000 - Mar 2020 |
0.00%
0 out of 271 |
US Inflation Adjusted | +7.13% |
+11.10%
Apr 1982 - Mar 2002 |
+4.17%
Apr 2000 - Mar 2020 |
0.00%
0 out of 271 |
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To obtain comprehensive information, please consult the Alpha Architect Robust Portfolio: ETF allocation and returns page.