Alpha Architect Robust Portfolio: Rolling Returns

Time Period: from January 1982 to October 2024 (~43 years)
Rebalancing: at every Jan 1st
Currency: USD
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When holding the Alpha Architect Robust Portfolio, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~43 years), the longest duration with a negative return was 62 months (from January 2004 to February 2009).

This indicates that, within the same timeframe, any rolling period of 63 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

ALPHA ARCHITECT ROBUST PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 November 1994 - 31 October 2024 (30 Years)
Time Period: 1 January 1982 - 31 October 2024 (~43 years)

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As of Oct 31, 2024, the annualized return of the previous 10 years has been 7.14%.

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.

ALPHA ARCHITECT ROBUST PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 November 1994 - 31 October 2024 (30 Years)
Time Period: 1 January 1982 - 31 October 2024 (~43 years)
US Inflation Adjusted:

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Rolling Period Analysis

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

ALPHA ARCHITECT ROBUST PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1982 - 31 October 2024 (~43 years)
US Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-40.18%
Mar 2008 - Feb 2009
+12.71% +48.51%
Jul 1982 - Jun 1983
16.50%
83 out of 503
-40.19%
Mar 2008 - Feb 2009
+9.86% +44.92%
Jul 1982 - Jun 1983
22.86%
115 out of 503
-21.39%
Mar 2007 - Feb 2009
+12.06% +32.49%
Sep 1985 - Aug 1987
9.98%
49 out of 491
-22.97%
Mar 2007 - Feb 2009
+8.72% +28.81%
Mar 2009 - Feb 2011
14.26%
70 out of 491
-11.22%
Mar 2006 - Feb 2009
+10.96% +31.02%
Aug 1984 - Jul 1987
5.85%
28 out of 479
-13.11%
Mar 2006 - Feb 2009
+8.03% +27.19%
Aug 1984 - Jul 1987
12.73%
61 out of 479
-5.31%
Mar 2005 - Feb 2009
+10.73% +25.96%
Jul 1982 - Jun 1986
4.07%
19 out of 467
-7.65%
Mar 2005 - Feb 2009
+7.60% +22.23%
Jul 1982 - Jun 1986
9.64%
45 out of 467
-1.74%
Mar 2004 - Feb 2009
+10.35% +26.57%
Aug 1982 - Jul 1987
0.66%
3 out of 455
-4.27%
Mar 2004 - Feb 2009
+7.74% +22.72%
Aug 1982 - Jul 1987
5.27%
24 out of 455
+2.19%
Oct 2005 - Sep 2011
+10.41% +20.93%
Jul 1982 - Jun 1988
0.00%
0 out of 443
-0.02%
Oct 2005 - Sep 2011
+7.52% +17.04%
Jul 1982 - Jun 1988
0.23%
1 out of 443
+3.26%
Mar 2002 - Feb 2009
+10.43% +21.62%
Aug 1982 - Jul 1989
0.00%
0 out of 431
+0.66%
Mar 2002 - Feb 2009
+7.69% +17.45%
Aug 1982 - Jul 1989
0.00%
0 out of 431
+2.20%
Mar 2001 - Feb 2009
+10.71% +19.37%
Aug 1982 - Jul 1990
0.00%
0 out of 419
-0.19%
Mar 2001 - Feb 2009
+7.95% +15.10%
Aug 1982 - Jul 1990
0.24%
1 out of 419
+3.00%
Mar 2000 - Feb 2009
+10.69% +18.62%
Aug 1982 - Jul 1991
0.00%
0 out of 407
+0.47%
Mar 2000 - Feb 2009
+7.82% +14.29%
Aug 1982 - Jul 1991
0.00%
0 out of 407
+4.41%
Mar 1999 - Feb 2009
+10.46% +17.98%
Aug 1982 - Jul 1992
0.00%
0 out of 395
+1.77%
Mar 1999 - Feb 2009
+7.79% +13.75%
Aug 1982 - Jul 1992
0.00%
0 out of 395
+4.55%
Jan 2008 - Dec 2018
+10.23% +17.52%
Aug 1982 - Jul 1993
0.00%
0 out of 383
+2.00%
Mar 1998 - Feb 2009
+7.67% +13.39%
Aug 1982 - Jul 1993
0.00%
0 out of 383
+4.20%
Apr 2008 - Mar 2020
+10.15% +16.55%
Mar 1982 - Feb 1994
0.00%
0 out of 371
+2.56%
Apr 2008 - Mar 2020
+7.66% +12.38%
Aug 1982 - Jul 1994
0.00%
0 out of 371
+4.06%
Apr 2007 - Mar 2020
+9.01% +16.58%
Aug 1984 - Jul 1997
0.00%
0 out of 359
+2.24%
Apr 2007 - Mar 2020
+6.61% +12.77%
Aug 1984 - Jul 1997
0.00%
0 out of 359
+4.66%
Apr 2006 - Mar 2020
+9.04% +16.36%
Jul 1982 - Jun 1996
0.00%
0 out of 347
+2.76%
Apr 2006 - Mar 2020
+6.54% +12.44%
Jul 1982 - Jun 1996
0.00%
0 out of 347
+4.84%
Oct 2007 - Sep 2022
+9.40% +17.05%
Aug 1982 - Jul 1997
0.00%
0 out of 335
+2.41%
Oct 2007 - Sep 2022
+6.93% +13.23%
Aug 1982 - Jul 1997
0.00%
0 out of 335
+4.72%
Nov 2007 - Oct 2023
+9.29% +16.69%
Jul 1982 - Jun 1998
0.00%
0 out of 323
+2.23%
Nov 2007 - Oct 2023
+6.68% +12.98%
Jul 1982 - Jun 1998
0.00%
0 out of 323
+5.36%
Nov 2006 - Oct 2023
+9.46% +16.60%
Jul 1982 - Jun 1999
0.00%
0 out of 311
+2.78%
Nov 2006 - Oct 2023
+6.89% +12.97%
Jul 1982 - Jun 1999
0.00%
0 out of 311
+5.95%
Nov 2005 - Oct 2023
+9.72% +16.38%
Jul 1982 - Jun 2000
0.00%
0 out of 299
+3.42%
Nov 2005 - Oct 2023
+7.16% +12.72%
Jul 1982 - Jun 2000
0.00%
0 out of 299
+6.41%
Nov 2004 - Oct 2023
+9.70% +15.64%
Feb 1982 - Jan 2001
0.00%
0 out of 287
+3.77%
Nov 2004 - Oct 2023
+7.07% +11.92%
Feb 1982 - Jan 2001
0.00%
0 out of 287
+6.34%
Apr 2000 - Mar 2020
+9.77% +14.68%
Apr 1982 - Mar 2002
0.00%
0 out of 275
+4.17%
Apr 2000 - Mar 2020
+7.11% +11.10%
Apr 1982 - Mar 2002
0.00%
0 out of 275
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