Ben Stein Perfect vs Alpha Architect Robust Portfolio Comparison

Last Update: 29 February 2024

The Ben Stein Perfect Portfolio obtained a 7.41% compound annual return, with a 12.35% 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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Ben Stein Perfect 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 +7.41% +8.91%
Std Dev 12.35% 11.10%
Max Drawdown -44.81% -44.20%
All time Stats
(Since Jan 1985)
Return +9.41% +10.51%
Std Dev 12.44% 10.96%
Max Drawdown -44.81% -44.20%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Ben Stein Perfect Portfolio +3.46 +8.46 +16.81 +8.81 +7.22 +7.41 +9.41
Alpha Architect Robust Portfolio +3.72 +10.30 +13.68 +7.33 +6.57 +8.91 +10.51
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Ben Stein Perfect Portfolio: an investment of 1$, since March 1994, now would be worth 8.53$, with a total return of 752.59% (7.41% 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).

Ben Stein Perfect Portfolio: an investment of 1$, since January 1985, now would be worth 33.86$, with a total return of 3285.75% (9.41% annualized).

Alpha Architect Robust Portfolio: an investment of 1$, since January 1985, now would be worth 50.18$, with a total return of 4917.87% (10.51% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Ben Stein Perfect 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
-44.81% Nov 2007 Feb 2009 (16) Dec 2012 (62) 18.11
-44.20% Nov 2007 Feb 2009 (16) Apr 2011 (42) 21.00
-31.02% Apr 2000 Sep 2002 (30) Nov 2004 (56) 16.05
-19.09% Jan 2020 Mar 2020 (3) Aug 2020 (8) 9.42
-18.62% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.68
-18.32% Jan 2022 Sep 2022 (9) Jul 2023 (19) 8.72
-17.99% Nov 2021 Sep 2022 (11) Feb 2024 (28) 8.99
-15.07% May 1998 Aug 1998 (4) Dec 1998 (8) 6.89
-13.76% May 2011 Sep 2011 (5) Feb 2012 (10) 6.03
-12.58% Feb 2001 Sep 2002 (20) May 2003 (28) 7.94
-11.72% Oct 2018 Dec 2018 (3) Jun 2019 (9) 5.38
-11.03% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.47
-10.87% May 2015 Feb 2016 (10) Sep 2016 (17) 5.37
-10.75% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.33
-7.83% Jun 2015 Feb 2016 (9) Jun 2016 (13) 4.03
-7.69% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.00
-6.42% Apr 2012 May 2012 (2) Aug 2012 (5) 3.05
-5.36% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.21
-5.20% Aug 1997 Oct 1997 (3) Feb 1998 (7) 3.34
-5.05% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.86

Drawdown comparison chart since January 1985.

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Ben Stein Perfect 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
-44.81% Nov 2007 Feb 2009 (16) Dec 2012 (62) 18.11
-44.20% Nov 2007 Feb 2009 (16) Apr 2011 (42) 21.00
-31.02% Apr 2000 Sep 2002 (30) Nov 2004 (56) 16.05
-21.48% Sep 1987 Nov 1987 (3) Jan 1989 (17) 10.79
-19.09% Jan 2020 Mar 2020 (3) Aug 2020 (8) 9.42
-18.97% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.16
-18.62% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.68
-18.32% Jan 2022 Sep 2022 (9) Jul 2023 (19) 8.72
-17.99% Nov 2021 Sep 2022 (11) Feb 2024 (28) 8.99
-15.07% May 1998 Aug 1998 (4) Dec 1998 (8) 6.89
-14.67% Aug 1990 Sep 1990 (2) Feb 1991 (7) 8.53
-13.76% May 2011 Sep 2011 (5) Feb 2012 (10) 6.03
-12.58% Feb 2001 Sep 2002 (20) May 2003 (28) 7.94
-11.72% Oct 2018 Dec 2018 (3) Jun 2019 (9) 5.38
-11.03% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.47
-10.87% May 2015 Feb 2016 (10) Sep 2016 (17) 5.37
-10.75% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.33
-7.83% Jun 2015 Feb 2016 (9) Jun 2016 (13) 4.03
-7.76% Jan 1990 Apr 1990 (4) Jul 1990 (7) 4.20
-7.69% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.00

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
+3.09%
-0.36%
+4.88%
0.00%
2023
+16.55%
-7.69%
+8.53%
-6.88%
2022
-11.28%
-18.32%
-10.29%
-17.33%
2021
+16.52%
-2.88%
+17.40%
-3.99%
2020
+10.46%
-18.62%
+7.53%
-19.09%
2019
+21.12%
-5.02%
+20.35%
-3.33%
2018
-7.36%
-11.03%
-6.10%
-11.72%
2017
+18.64%
0.00%
+18.49%
0.00%
2016
+8.29%
-4.94%
+8.13%
-3.96%
2015
-2.48%
-9.54%
-0.63%
-6.68%
2014
+4.39%
-3.48%
+5.13%
-2.85%
2013
+18.20%
-2.21%
+19.10%
-2.13%
2012
+13.40%
-7.48%
+12.28%
-6.42%
2011
-3.70%
-17.03%
+2.08%
-13.76%
2010
+12.14%
-10.26%
+14.95%
-9.68%
2009
+26.95%
-15.39%
+17.10%
-18.31%
2008
-31.47%
-33.62%
-29.35%
-32.35%
2007
+10.08%
-4.81%
+9.03%
-3.32%
2006
+18.40%
-3.55%
+14.56%
-2.50%
2005
+11.54%
-3.65%
+13.33%
-2.38%
2004
+14.53%
-3.20%
+18.01%
-4.18%
2003
+29.10%
-3.63%
+28.95%
-2.12%
2002
-12.54%
-19.34%
+0.96%
-8.47%
2001
-8.74%
-18.50%
-7.16%
-12.58%
2000
-7.02%
-10.69%
+9.39%
-3.34%
1999
+25.31%
-2.23%
+18.95%
-2.74%
1998
+11.01%
-15.07%
+13.95%
-10.75%
1997
+13.00%
-5.20%
+16.27%
-2.68%
1996
+15.28%
-3.61%
+20.00%
-2.93%
1995
+18.25%
-1.47%
+26.04%
-0.64%
1994
-0.04%
-6.82%
-1.64%
-6.68%
1993
+24.57%
-3.54%
+14.31%
-2.17%
1992
+0.57%
-3.75%
+8.50%
-1.40%
1991
+30.38%
-4.43%
+23.44%
-3.45%
1990
-6.17%
-14.67%
-1.58%
-6.78%
1989
+30.02%
-2.52%
+26.71%
-1.47%
1988
+18.92%
-2.98%
+15.37%
-2.21%
1987
+3.15%
-21.48%
+7.28%
-18.97%
1986
+23.10%
-4.60%
+23.86%
-4.64%
1985
+29.90%
-2.29%
+30.79%
-1.26%