Betterment Robo Advisor 100 Value Tilt Portfolio vs Aim Ways Shield Strategy Portfolio Portfolio Comparison

Simulation Settings

Period: January 1985 - October 2025 (~41 years)
Consolidated Returns as of 31 October 2025

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

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Results

30 Years
(1995/11 - 2025/10)

All Data
(1985/01 - 2025/10)

Inflation Adjusted:

Betterment Robo Advisor 100 Value Tilt Portfolio

1.00$
Invested Capital
November 1995
12.59$
Final Capital
October 2025
8.81%
Yearly Return
15.79%
Std Deviation
-54.55%
Max Drawdown
63months
Recovery Period

1.00$
Invested Capital
November 1995
5.96$
Final Capital
October 2025
6.13%
Yearly Return
15.79%
Std Deviation
-55.30%
Max Drawdown
71months
Recovery Period

1.00$
Invested Capital
January 1985
69.88$
Final Capital
October 2025
10.96%
Yearly Return
15.61%
Std Deviation
-54.55%
Max Drawdown
63months
Recovery Period

1.00$
Invested Capital
January 1985
22.72$
Final Capital
October 2025
7.95%
Yearly Return
15.61%
Std Deviation
-55.30%
Max Drawdown
71months
Recovery Period

Aim Ways Shield Strategy Portfolio

1.00$
Invested Capital
November 1995
14.15$
Final Capital
October 2025
9.23%
Yearly Return
8.87%
Std Deviation
-19.36%
Max Drawdown
24months
Recovery Period

1.00$
Invested Capital
November 1995
6.69$
Final Capital
October 2025
6.54%
Yearly Return
8.87%
Std Deviation
-24.13%
Max Drawdown
35months
Recovery Period

1.00$
Invested Capital
January 1985
47.79$
Final Capital
October 2025
9.93%
Yearly Return
8.66%
Std Deviation
-19.36%
Max Drawdown
24months
Recovery Period

1.00$
Invested Capital
January 1985
15.54$
Final Capital
October 2025
6.95%
Yearly Return
8.66%
Std Deviation
-24.13%
Max Drawdown
35months
Recovery Period

As of October 2025, in the previous 30 Years, the Betterment Robo Advisor 100 Value Tilt Portfolio obtained a 8.81% 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 October 2025, in the previous 30 Years, the Aim Ways Shield Strategy Portfolio obtained a 9.23% compound annual return, with a 8.87% standard deviation. It suffered a maximum drawdown of -19.36% that required 24 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 Shield Strategy Portfolio

Weight (%)	Ticker	Name
21.00	SPY	SPDR S&P 500
16.00	QQQ	Invesco QQQ Trust
5.00	USMV	iShares Edge MSCI Min Vol USA
22.00	LQD	iShares Investment Grade Corporate Bond
16.00	IEI	iShares 3-7 Year Treasury Bond
20.00	GLD	SPDR Gold Trust

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Portfolio Returns as of Oct 31, 2025

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

30 Years
(1995/11 - 2025/10)

All Data
(1985/01 - 2025/10)

Inflation Adjusted:

Swipe left to see all data

	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Robo Advisor 100 Value Tilt Betterment	1 $	12.59 $	1 159.02%	8.81%
Shield Strategy Aim Ways	1 $	14.15 $	1 314.80%	9.23%
	Nov 1995	Oct 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Robo Advisor 100 Value Tilt Betterment	1 $	5.96 $	495.65%	6.13%
Shield Strategy Aim Ways	1 $	6.69 $	569.35%	6.54%
	Nov 1995	Oct 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Robo Advisor 100 Value Tilt Betterment	1 $	69.88 $	6 888.27%	10.96%
Shield Strategy Aim Ways	1 $	47.79 $	4 678.68%	9.93%
	Jan 1985	Oct 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Robo Advisor 100 Value Tilt Betterment	1 $	22.72 $	2 172.33%	7.95%
Shield Strategy Aim Ways	1 $	15.54 $	1 453.85%	6.95%
	Jan 1985	Oct 2025

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		Return (%) as of Oct 31, 2025
		YTD (10M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~41Y)
	Robo Advisor 100 Value Tilt Betterment	20.12	1.53	19.19	19.78	13.66	10.49	8.81	10.96
	Shield Strategy Aim Ways	20.84	2.14	15.84	21.34	11.01	10.60	9.23	9.93
Returns over 1 year are annualized.

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Portfolio Metrics as of Oct 31, 2025

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

METRIC COMPARISON

Period: 1 November 2024 - 31 October 2025 (1 year)

Period: 1 November 2020 - 31 October 2025 (5 years)

Period: 1 November 2015 - 31 October 2025 (10 years)

Period: 1 November 1995 - 31 October 2025 (30 years)

Period: 1 January 1985 - 31 October 2025 (~41 years)

1 Year

5 Years

10 Years

30 Years

All (1985/01 - 2025/10)

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	Robo Advisor 100 Value Tilt	Shield Strategy
Author	Betterment	Aim Ways
ASSET ALLOCATION
Stocks	100%	42%
Fixed Income	0%	38%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	19.78	21.34
Infl. Adjusted (%)	16.46	17.98
DRAWDOWN
Deepest Drawdown Depth (%)	-3.76	-1.70
Start to Recovery (months)	6	2
Longest Drawdown Depth (%)	-3.76	-1.70
Start to Recovery (months)	6	2
Longest Negative Period (months)	5	1
RISK INDICATORS
Standard Deviation (%)	9.15	5.59
Sharpe Ratio	1.69	3.05
Sortino Ratio	2.17	4.08
Ulcer Index	1.58	0.48
Ratio: Return / Standard Deviation	2.16	3.82
Ratio: Return / Deepest Drawdown	5.27	12.54
Metrics calculated over the period 1 November 2024 - 31 October 2025

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	Robo Advisor 100 Value Tilt	Shield Strategy
Author	Betterment	Aim Ways
ASSET ALLOCATION
Stocks	100%	42%
Fixed Income	0%	38%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	13.66	11.01
Infl. Adjusted (%)	8.76	6.22
DRAWDOWN
Deepest Drawdown Depth (%)	-24.17	-19.36
Start to Recovery (months)	26	24
Longest Drawdown Depth (%)	-24.17	-19.36
Start to Recovery (months)	26	24
Longest Negative Period (months)	32	30
RISK INDICATORS
Standard Deviation (%)	14.87	9.96
Sharpe Ratio	0.72	0.81
Sortino Ratio	0.99	1.06
Ulcer Index	7.44	6.46
Ratio: Return / Standard Deviation	0.92	1.11
Ratio: Return / Deepest Drawdown	0.57	0.57
Metrics calculated over the period 1 November 2020 - 31 October 2025

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	Robo Advisor 100 Value Tilt	Shield Strategy
Author	Betterment	Aim Ways
ASSET ALLOCATION
Stocks	100%	42%
Fixed Income	0%	38%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	10.49	10.60
Infl. Adjusted (%)	7.11	7.22
DRAWDOWN
Deepest Drawdown Depth (%)	-24.17	-19.36
Start to Recovery (months)	26	24
Longest Drawdown Depth (%)	-24.17	-19.36
Start to Recovery (months)	26	24
Longest Negative Period (months)	36	30
RISK INDICATORS
Standard Deviation (%)	14.70	8.99
Sharpe Ratio	0.58	0.96
Sortino Ratio	0.76	1.30
Ulcer Index	6.75	4.79
Ratio: Return / Standard Deviation	0.71	1.18
Ratio: Return / Deepest Drawdown	0.43	0.55
Metrics calculated over the period 1 November 2015 - 31 October 2025

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	Robo Advisor 100 Value Tilt	Shield Strategy
Author	Betterment	Aim Ways
ASSET ALLOCATION
Stocks	100%	42%
Fixed Income	0%	38%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	8.81	9.23
Infl. Adjusted (%)	6.13	6.54
DRAWDOWN
Deepest Drawdown Depth (%)	-54.55	-19.36
Start to Recovery (months)	63	24
Longest Drawdown Depth (%)	-54.55	-18.97
Start to Recovery (months)	63	39
Longest Negative Period (months)	118	44
RISK INDICATORS
Standard Deviation (%)	15.79	8.87
Sharpe Ratio	0.42	0.79
Sortino Ratio	0.54	1.07
Ulcer Index	13.29	5.59
Ratio: Return / Standard Deviation	0.56	1.04
Ratio: Return / Deepest Drawdown	0.16	0.48
Metrics calculated over the period 1 November 1995 - 31 October 2025

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	Robo Advisor 100 Value Tilt	Shield Strategy
Author	Betterment	Aim Ways
ASSET ALLOCATION
Stocks	100%	42%
Fixed Income	0%	38%
Commodities	0%	20%
PERFORMANCES
Annualized Return (%)	10.96	9.93
Infl. Adjusted (%)	7.95	6.95
DRAWDOWN
Deepest Drawdown Depth (%)	-54.55	-19.36
Start to Recovery (months)	63	24
Longest Drawdown Depth (%)	-54.55	-18.97
Start to Recovery (months)	63	39
Longest Negative Period (months)	118	44
RISK INDICATORS
Standard Deviation (%)	15.61	8.66
Sharpe Ratio	0.50	0.78
Sortino Ratio	0.65	1.06
Ulcer Index	11.85	5.04
Ratio: Return / Standard Deviation	0.70	1.15
Ratio: Return / Deepest Drawdown	0.20	0.51
Metrics calculated over the period 1 January 1985 - 31 October 2025

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 November 1995 - 31 October 2025 (30 years)

Period: 1 January 1985 - 31 October 2025 (~41 years)

30 Years
(1995/11 - 2025/10)

Chart Table

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Robo Advisor 100 Value Tilt			Shield 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
-20.12	11	May 1998 Mar 1999
			-19.36	24	Jan 2022 Dec 2023
			-18.97	39	Sep 2000 Nov 2003
			-18.89	23	Nov 2007 Sep 2009
-14.58	21	Feb 2018 Oct 2019
-13.71	16	Jun 2015 Sep 2016
			-7.66	4	Jul 1998 Oct 1998
			-7.65	4	Feb 2020 May 2020
-6.42	7	Aug 1997 Feb 1998
			-6.37	5	Apr 2000 Aug 2000
-5.24	4	Jun 1996 Sep 1996

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Robo Advisor 100 Value Tilt			Shield 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
-20.93	14	Jan 1990 Feb 1991
-20.12	11	May 1998 Mar 1999
			-19.36	24	Jan 2022 Dec 2023
			-18.97	39	Sep 2000 Nov 2003
			-18.89	23	Nov 2007 Sep 2009
-14.58	21	Feb 2018 Oct 2019
-13.71	16	Jun 2015 Sep 2016
			-13.14	20	Sep 1987 Apr 1989
-8.30	16	Feb 1994 May 1995
			-7.66	4	Jul 1998 Oct 1998

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 October 2025 (~41 years)

Rolling Period:

Robo Advisor 100 Value Tilt
Shield Strategy

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		Shield Strategy
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2025	20.12	-2.59	20.84	-0.37
2024	13.15	-3.76	15.92	-2.13
2023	17.91	-10.44	20.08	-5.24
2022	-15.26	-24.17	-15.12	-19.36
2021	18.02	-3.75	9.82	-3.40
2020	12.47	-24.14	20.37	-7.65
2019	25.35	-6.47	22.48	-2.06
2018	-10.13	-14.58	-1.91	-5.03
2017	23.37	0.00	15.04	-0.68
2016	11.17	-6.32	7.35	-4.07
2015	-3.25	-11.66	-0.10	-4.62
2014	4.80	-4.57	8.59	-2.13
2013	25.26	-2.77	7.50	-4.38
2012	17.46	-9.49	10.74	-3.62
2011	-5.87	-21.44	6.97	-4.76
2010	15.28	-12.96	16.03	-3.39
2009	33.82	-19.82	21.59	-6.37
2008	-39.26	-42.29	-12.13	-18.60
2007	8.88	-6.67	12.84	-1.84
2006	21.56	-4.63	11.15	-3.29
2005	12.96	-5.00	5.77	-2.90
2004	18.09	-4.14	7.38	-3.99
2003	38.64	-5.78	21.21	-1.00
2002	-16.20	-24.90	-1.64	-7.75
2001	-10.62	-23.72	-4.77	-10.54
2000	-8.25	-13.29	-4.17	-8.87
1999	29.44	-3.30	20.24	-3.49
1998	11.29	-20.12	24.17	-7.66
1997	15.46	-6.42	10.96	-3.63
1996	15.79	-5.24	12.28	-2.24
1995	21.40	-2.18	24.80	0.00
1994	-0.71	-8.30	-1.72	-5.64
1993	31.23	-4.22	12.49	-0.74
1992	2.17	-4.49	4.94	-2.92
1991	38.61	-5.51	23.27	-2.81
1990	-12.28	-20.93	-0.04	-6.64
1989	33.54	-3.73	17.40	-1.65
1988	24.10	-3.67	6.16	-3.42
1987	2.12	-25.46	8.56	-13.14
1986	28.15	-5.66	15.59	-2.72
1985	38.11	-3.15	23.91	-2.06

Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Oct 31, 2025

Portfolio Metrics as of Oct 31, 2025

Drawdowns

Rolling Returns

Yearly Returns