Aggressive Global Income vs Alpha Architect Robust Portfolio Comparison

Last Update: 29 February 2024

The Aggressive Global Income Portfolio obtained a 8.62% compound annual return, with a 14.42% standard deviation, in the last 30 Years.

The Alpha Architect Robust Portfolio obtained a 8.91% compound annual return, with a 11.10% standard deviation, in the last 30 Years.

Summary

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Aggressive Global Income Portfolio Alpha Architect Robust Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 80% 70%
Fixed Income 20% 20%
Commodities 0% 10%
30 Years Stats Return +8.62% +8.91%
Std Dev 14.42% 11.10%
Max Drawdown -52.63% -44.20%
All time Stats
(Since Jan 1982)
Return +10.74% +10.92%
Std Dev 14.00% 10.89%
Max Drawdown -52.63% -44.20%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Aggressive Global Income Portfolio +0.75 +6.19 +8.63 +5.27 +5.36 +8.62 +10.74
Alpha Architect Robust Portfolio +3.72 +10.30 +13.68 +7.33 +6.57 +8.91 +10.92
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Aggressive Global Income Portfolio: an investment of 1$, since March 1994, now would be worth 11.93$, with a total return of 1093.25% (8.62% annualized).

Alpha Architect Robust Portfolio: an investment of 1$, since March 1994, now would be worth 12.94$, with a total return of 1193.65% (8.91% annualized).

Aggressive Global Income Portfolio: an investment of 1$, since January 1982, now would be worth 73.69$, with a total return of 7269.20% (10.74% annualized).

Alpha Architect Robust Portfolio: an investment of 1$, since January 1982, now would be worth 78.96$, with a total return of 7796.25% (10.92% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Aggressive Global Income Portfolio
Alpha Architect Robust Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-52.63% Nov 2007 Feb 2009 (16) Apr 2011 (42) 23.73
-44.20% Nov 2007 Feb 2009 (16) Apr 2011 (42) 21.00
-27.39% Mar 2000 Sep 2002 (31) Dec 2003 (46) 15.98
-23.84% Jan 2020 Mar 2020 (3) Feb 2021 (14) 11.83
-19.09% Jan 2020 Mar 2020 (3) Aug 2020 (8) 9.42
-18.06% Jan 2022 Sep 2022 (9) Dec 2023 (24) 7.09
-17.99% Nov 2021 Sep 2022 (11) Feb 2024 (28) 8.99
-17.13% May 2011 Sep 2011 (5) Sep 2012 (17) 6.79
-15.46% May 1998 Aug 1998 (4) Jun 1999 (14) 7.15
-13.76% May 2011 Sep 2011 (5) Feb 2012 (10) 6.03
-13.63% May 2015 Jan 2016 (9) Jul 2016 (15) 7.95
-12.58% Feb 2001 Sep 2002 (20) May 2003 (28) 7.94
-11.72% Oct 2018 Dec 2018 (3) Jun 2019 (9) 5.38
-10.75% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.33
-9.93% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.94
-7.83% Jun 2015 Feb 2016 (9) Jun 2016 (13) 4.03
-6.42% Apr 2012 May 2012 (2) Aug 2012 (5) 3.05
-5.15% Mar 2005 Apr 2005 (2) Jul 2005 (5) 2.52
-5.05% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.86
-4.74% May 2019 May 2019 (1) Jun 2019 (2) 2.74

Drawdown comparison chart since January 1982.

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Aggressive Global Income Portfolio
Alpha Architect Robust Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-52.63% Nov 2007 Feb 2009 (16) Apr 2011 (42) 23.73
-44.20% Nov 2007 Feb 2009 (16) Apr 2011 (42) 21.00
-27.39% Mar 2000 Sep 2002 (31) Dec 2003 (46) 15.98
-23.84% Jan 2020 Mar 2020 (3) Feb 2021 (14) 11.83
-21.38% Sep 1987 Nov 1987 (3) Jan 1989 (17) 10.01
-19.23% Jan 1990 Sep 1990 (9) May 1991 (17) 9.50
-19.09% Jan 2020 Mar 2020 (3) Aug 2020 (8) 9.42
-18.97% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.16
-18.06% Jan 2022 Sep 2022 (9) Dec 2023 (24) 7.09
-17.99% Nov 2021 Sep 2022 (11) Feb 2024 (28) 8.99
-17.13% May 2011 Sep 2011 (5) Sep 2012 (17) 6.79
-15.46% May 1998 Aug 1998 (4) Jun 1999 (14) 7.15
-13.76% May 2011 Sep 2011 (5) Feb 2012 (10) 6.03
-13.63% May 2015 Jan 2016 (9) Jul 2016 (15) 7.95
-12.58% Feb 2001 Sep 2002 (20) May 2003 (28) 7.94
-11.72% Oct 2018 Dec 2018 (3) Jun 2019 (9) 5.38
-10.75% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.33
-9.93% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.94
-7.83% Jun 2015 Feb 2016 (9) Jun 2016 (13) 4.03
-7.77% Jan 1982 Jul 1982 (7) Aug 1982 (8) 4.89

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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Year Return Drawdown Return Drawdown
2024
-0.21%
-0.95%
+4.88%
0.00%
2023
+11.91%
-7.58%
+8.53%
-6.88%
2022
-8.43%
-18.06%
-10.29%
-17.33%
2021
+17.07%
-3.13%
+17.40%
-3.99%
2020
-1.13%
-23.84%
+7.53%
-19.09%
2019
+19.97%
-4.74%
+20.35%
-3.33%
2018
-8.07%
-9.93%
-6.10%
-11.72%
2017
+13.53%
-0.18%
+18.49%
0.00%
2016
+18.29%
-3.34%
+8.13%
-3.96%
2015
-6.99%
-13.07%
-0.63%
-6.68%
2014
+3.96%
-4.21%
+5.13%
-2.85%
2013
+19.30%
-3.15%
+19.10%
-2.13%
2012
+12.95%
-7.73%
+12.28%
-6.42%
2011
+0.62%
-17.13%
+2.08%
-13.76%
2010
+14.37%
-10.71%
+14.95%
-9.68%
2009
+33.97%
-22.88%
+17.10%
-18.31%
2008
-34.21%
-38.73%
-29.35%
-32.35%
2007
+3.78%
-6.63%
+9.03%
-3.32%
2006
+21.69%
-3.86%
+14.56%
-2.50%
2005
+12.70%
-5.15%
+13.33%
-2.38%
2004
+16.76%
-2.82%
+18.01%
-4.18%
2003
+32.98%
-2.92%
+28.95%
-2.12%
2002
-7.54%
-18.13%
+0.96%
-8.47%
2001
-4.83%
-16.72%
-7.16%
-12.58%
2000
-0.62%
-14.41%
+9.39%
-3.34%
1999
+48.88%
-3.02%
+18.95%
-2.74%
1998
+8.84%
-15.46%
+13.95%
-10.75%
1997
+18.82%
-3.75%
+16.27%
-2.68%
1996
+13.71%
-4.27%
+20.00%
-2.93%
1995
+24.10%
-1.27%
+26.04%
-0.64%
1994
+2.10%
-5.06%
-1.64%
-6.68%
1993
+19.15%
-4.01%
+14.31%
-2.17%
1992
+3.24%
-3.34%
+8.50%
-1.40%
1991
+24.91%
-4.27%
+23.44%
-3.45%
1990
-13.87%
-19.23%
-1.58%
-6.78%
1989
+17.94%
-3.26%
+26.71%
-1.47%
1988
+21.28%
-3.17%
+15.37%
-2.21%
1987
+8.36%
-21.38%
+7.28%
-18.97%
1986
+32.40%
-3.91%
+23.86%
-4.64%
1985
+37.47%
-2.20%
+30.79%
-1.26%
1984
+6.06%
-6.93%
+6.69%
-5.23%
1983
+24.33%
-2.44%
+19.86%
-1.91%
1982
+20.53%
-7.77%
+23.06%
-3.32%