Betterment Robo Advisor 100 Value Tilt Portfolio vs Aim Ways Odd-Stats Strategy Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - May 2025 (~40 years)
Consolidated Returns as of 31 May 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
Betterment Robo Advisor 100 Value Tilt Portfolio
1.00$
Initial Capital
June 1995
11.66$
Final Capital
May 2025
8.53%
Yearly Return
15.79%
Std Deviation
-54.55%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
June 1995
5.54$
Final Capital
May 2025
5.87%
Yearly Return
15.79%
Std Deviation
-55.30%
Max Drawdown
71months
Recovery Period
1.00$
Initial Capital
January 1985
61.49$
Final Capital
May 2025
10.73%
Yearly Return
15.67%
Std Deviation
-54.55%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1985
20.25$
Final Capital
May 2025
7.73%
Yearly Return
15.67%
Std Deviation
-55.30%
Max Drawdown
71months
Recovery Period
Aim Ways Odd-Stats Strategy Portfolio
1.00$
Initial Capital
June 1995
14.70$
Final Capital
May 2025
9.37%
Yearly Return
8.77%
Std Deviation
-21.85%
Max Drawdown
25months
Recovery Period
1.00$
Initial Capital
June 1995
6.98$
Final Capital
May 2025
6.69%
Yearly Return
8.77%
Std Deviation
-24.23%
Max Drawdown
45months
Recovery Period
1.00$
Initial Capital
January 1985
49.82$
Final Capital
May 2025
10.15%
Yearly Return
8.85%
Std Deviation
-21.85%
Max Drawdown
25months
Recovery Period
1.00$
Initial Capital
January 1985
16.40$
Final Capital
May 2025
7.17%
Yearly Return
8.85%
Std Deviation
-24.23%
Max Drawdown
45months
Recovery Period

As of May 2025, in the previous 30 Years, the Betterment Robo Advisor 100 Value Tilt Portfolio obtained a 8.53% compound annual return, with a 15.79% standard deviation. It suffered a maximum drawdown of -54.55% that required 63 months to be recovered.

As of May 2025, in the previous 30 Years, the Aim Ways Odd-Stats Strategy Portfolio obtained a 9.37% compound annual return, with a 8.77% standard deviation. It suffered a maximum drawdown of -21.85% that required 25 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.

Betterment Robo Advisor 100 Value Tilt Portfolio
Weight
(%)		 Ticker Name
34.60
VTI
Vanguard Total Stock Market
27.30
EFA
iShares MSCI EAFE
15.00
EEM
iShares MSCI Emerging Markets
9.20
VTV
Vanguard Value
7.50
VOE
Vanguard Mid-Cap Value
6.40
IJS
iShares S&P Small-Cap 600 Value
Aim Ways Odd-Stats Strategy Portfolio
Weight
(%)		 Ticker Name
22.00
QQQ
Invesco QQQ Trust
15.00
USMV
iShares Edge MSCI Min Vol USA
10.00
VNQ
Vanguard Real Estate
23.00
BNDX
Vanguard Total International Bond
20.00
IEF
iShares 7-10 Year Treasury Bond
10.00
GLD
SPDR Gold Trust
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Portfolio Returns as of May 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1985 - 31 May 2025 (~40 years)
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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_betterment.webp Robo Advisor 100 Value Tilt
Betterment 		5.69 4.87 1.72 11.39 12.69 8.48 8.53 10.73
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Odd-Stats Strategy
Aim Ways 		4.99 1.84 2.52 13.77 7.66 8.13 9.37 10.15
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

Betterment Robo Advisor 100 Value Tilt Portfolio: an investment of 1$, since June 1995, now would be worth 11.66$, with a total return of 1066.12% (8.53% annualized).

Aim Ways Odd-Stats Strategy Portfolio: an investment of 1$, since June 1995, now would be worth 14.70$, with a total return of 1370.19% (9.37% annualized).


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Betterment Robo Advisor 100 Value Tilt Portfolio: an investment of 1$, since January 1985, now would be worth 61.49$, with a total return of 6048.62% (10.73% annualized).

Aim Ways Odd-Stats Strategy Portfolio: an investment of 1$, since January 1985, now would be worth 49.82$, with a total return of 4882.10% (10.15% annualized).


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Portfolio Metrics as of May 31, 2025

The following metrics, updated as of 31 May 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 June 2024 - 31 May 2025 (1 year)
Period: 1 June 2020 - 31 May 2025 (5 years)
Period: 1 June 2015 - 31 May 2025 (10 years)
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1985 - 31 May 2025 (~40 years)
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Robo Advisor 100 Value Tilt Odd-Stats Strategy
Author Betterment Aim Ways
ASSET ALLOCATION
Stocks 100% 47%
Fixed Income 0% 43%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 11.39 13.77
Infl. Adjusted Return (%) 8.89 11.22
DRAWDOWN
Deepest Drawdown Depth (%) -3.76 -2.36
Start to Recovery (months) 6 3
Longest Drawdown Depth (%) -3.76 -2.36
Start to Recovery (months) 6 3
Longest Negative Period (months) 7 4
RISK INDICATORS
Standard Deviation (%) 9.14 5.56
Sharpe Ratio 0.73 1.63
Sortino Ratio 0.97 1.95
Ulcer Index 1.72 0.79
Ratio: Return / Standard Deviation 1.25 2.48
Ratio: Return / Deepest Drawdown 3.03 5.84
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Robo Advisor 100 Value Tilt Odd-Stats Strategy
Author Betterment Aim Ways
ASSET ALLOCATION
Stocks 100% 47%
Fixed Income 0% 43%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 12.69 7.66
Infl. Adjusted Return (%) 7.73 2.92
DRAWDOWN
Deepest Drawdown Depth (%) -24.17 -19.74
Start to Recovery (months) 26 27
Longest Drawdown Depth (%) -24.17 -19.74
Start to Recovery (months) 26 27
Longest Negative Period (months) 32 34
RISK INDICATORS
Standard Deviation (%) 15.08 10.05
Sharpe Ratio 0.67 0.50
Sortino Ratio 0.93 0.66
Ulcer Index 7.46 7.39
Ratio: Return / Standard Deviation 0.84 0.76
Ratio: Return / Deepest Drawdown 0.52 0.39
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Robo Advisor 100 Value Tilt Odd-Stats Strategy
Author Betterment Aim Ways
ASSET ALLOCATION
Stocks 100% 47%
Fixed Income 0% 43%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 8.48 8.13
Infl. Adjusted Return (%) 5.26 4.92
DRAWDOWN
Deepest Drawdown Depth (%) -24.17 -19.74
Start to Recovery (months) 26 27
Longest Drawdown Depth (%) -24.17 -19.74
Start to Recovery (months) 26 27
Longest Negative Period (months) 36 34
RISK INDICATORS
Standard Deviation (%) 15.03 8.68
Sharpe Ratio 0.45 0.73
Sortino Ratio 0.59 0.97
Ulcer Index 7.15 5.40
Ratio: Return / Standard Deviation 0.56 0.94
Ratio: Return / Deepest Drawdown 0.35 0.41
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Robo Advisor 100 Value Tilt Odd-Stats Strategy
Author Betterment Aim Ways
ASSET ALLOCATION
Stocks 100% 47%
Fixed Income 0% 43%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 8.53 9.37
Infl. Adjusted Return (%) 5.87 6.69
DRAWDOWN
Deepest Drawdown Depth (%) -54.55 -21.85
Start to Recovery (months) 63 25
Longest Drawdown Depth (%) -54.55 -17.53
Start to Recovery (months) 63 38
Longest Negative Period (months) 118 43
RISK INDICATORS
Standard Deviation (%) 15.79 8.77
Sharpe Ratio 0.40 0.81
Sortino Ratio 0.52 1.09
Ulcer Index 13.29 5.72
Ratio: Return / Standard Deviation 0.54 1.07
Ratio: Return / Deepest Drawdown 0.16 0.43
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Robo Advisor 100 Value Tilt Odd-Stats Strategy
Author Betterment Aim Ways
ASSET ALLOCATION
Stocks 100% 47%
Fixed Income 0% 43%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 10.73 10.15
Infl. Adjusted Return (%) 7.73 7.17
DRAWDOWN
Deepest Drawdown Depth (%) -54.55 -21.85
Start to Recovery (months) 63 25
Longest Drawdown Depth (%) -54.55 -17.53
Start to Recovery (months) 63 38
Longest Negative Period (months) 118 43
RISK INDICATORS
Standard Deviation (%) 15.67 8.85
Sharpe Ratio 0.48 0.79
Sortino Ratio 0.63 1.06
Ulcer Index 11.91 5.24
Ratio: Return / Standard Deviation 0.68 1.15
Ratio: Return / Deepest Drawdown 0.20 0.46
Metrics calculated over the period 1 January 1985 - 31 May 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 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1985 - 31 May 2025 (~40 years)

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Robo Advisor 100 Value Tilt Odd-Stats Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-54.55 63 Nov 2007
Jan 2013
-37.03 55 Apr 2000
Oct 2004
-24.17 26 Jan 2022
Feb 2024
-24.14 11 Jan 2020
Nov 2020
-21.85 25 Nov 2007
Nov 2009
-20.12 11 May 1998
Mar 1999
-19.74 27 Jan 2022
Mar 2024
-17.53 38 Sep 2000
Oct 2003
-14.58 21 Feb 2018
Oct 2019
-13.71 16 Jun 2015
Sep 2016
-7.40 4 Feb 2020
May 2020
-7.19 3 Jul 1998
Sep 1998
-6.42 7 Aug 1997
Feb 1998
-5.85 5 Apr 2000
Aug 2000
-5.24 4 Jun 1996
Sep 1996

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Robo Advisor 100 Value Tilt Odd-Stats Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-54.55 63 Nov 2007
Jan 2013
-37.03 55 Apr 2000
Oct 2004
-25.46 17 Sep 1987
Jan 1989
-24.17 26 Jan 2022
Feb 2024
-24.14 11 Jan 2020
Nov 2020
-21.85 25 Nov 2007
Nov 2009
-20.93 14 Jan 1990
Feb 1991
-20.12 11 May 1998
Mar 1999
-19.74 27 Jan 2022
Mar 2024
-17.53 38 Sep 2000
Oct 2003
-14.58 21 Feb 2018
Oct 2019
-14.55 20 Sep 1987
Apr 1989
-13.71 16 Jun 2015
Sep 2016
-9.20 7 Jul 1990
Jan 1991
-8.30 16 Feb 1994
May 1995

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 - 31 May 2025 (~40 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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Robo Advisor 100 Value Tilt Odd-Stats Strategy
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 5.69 -2.59 4.99 -1.17
2024
 13.15 -3.76 11.83 -2.95
2023
 17.91 -10.44 18.82 -5.53
2022
 -15.26 -24.17 -17.25 -19.74
2021
 18.02 -3.75 11.61 -3.66
2020
 12.47 -24.14 16.58 -7.40
2019
 25.35 -6.47 20.81 -1.26
2018
 -10.13 -14.58 0.23 -4.71
2017
 23.37 0.00 12.86 -0.85
2016
 11.17 -6.32 6.07 -4.92
2015
 -3.25 -11.66 2.65 -3.31
2014
 4.80 -4.57 13.31 -1.79
2013
 25.26 -2.77 7.82 -4.45
2012
 17.46 -9.49 10.96 -2.49
2011
 -5.87 -21.44 9.59 -3.51
2010
 15.28 -12.96 16.21 -3.65
2009
 33.82 -19.82 22.37 -8.11
2008
 -39.26 -42.29 -13.21 -18.81
2007
 8.88 -6.67 9.43 -2.32
2006
 21.56 -4.63 10.75 -2.45
2005
 12.96 -5.00 5.96 -2.98
2004
 18.09 -4.14 10.24 -4.33
2003
 38.64 -5.78 21.41 -0.31
2002
 -16.20 -24.90 -2.38 -7.02
2001
 -10.62 -23.72 -3.65 -11.24
2000
 -8.25 -13.29 0.12 -8.96
1999
 29.44 -3.30 21.76 -4.25
1998
 11.29 -20.12 27.34 -7.19
1997
 15.46 -6.42 10.09 -4.53
1996
 15.79 -5.24 15.60 -1.79
1995
 21.40 -2.18 26.15 0.00
1994
 -0.71 -8.30 -3.82 -8.25
1993
 31.23 -4.22 14.20 -1.44
1992
 2.17 -4.49 7.98 -3.40
1991
 38.61 -5.51 30.05 -3.39
1990
 -12.28 -20.93 -1.24 -9.20
1989
 33.54 -3.73 17.84 -1.12
1988
 24.10 -3.67 8.56 -3.23
1987
 2.12 -25.46 5.23 -14.55
1986
 28.15 -5.66 15.97 -3.36
1985
 38.11 -3.15 26.93 -1.83
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