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

Simulation Settings

Period: January 1985 - March 2026 (~41 years)
Consolidated Returns as of 31 March 2026

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

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Results

30 Years
(1996/04 - 2026/03)

All Data
(1985/01 - 2026/03)

Inflation Adjusted:

Betterment Robo Advisor 100 Value Tilt Portfolio

1.00$
Invested Capital
April 1996
11.52$
Final Capital
March 2026
8.49%
Yearly Return
15.85%
Std Deviation
-54.55%
Max Drawdown
63months
Recovery Period

1.00$
Invested Capital
April 1996
5.47$
Final Capital
March 2026
5.83%
Yearly Return
15.85%
Std Deviation
-55.30%
Max Drawdown
71months
Recovery Period

1.00$
Invested Capital
January 1985
71.48$
Final Capital
March 2026
10.90%
Yearly Return
15.58%
Std Deviation
-54.55%
Max Drawdown
63months
Recovery Period

1.00$
Invested Capital
January 1985
23.02$
Final Capital
March 2026
7.90%
Yearly Return
15.58%
Std Deviation
-55.30%
Max Drawdown
71months
Recovery Period

Aim Ways Shield Strategy Portfolio

1.00$
Invested Capital
April 1996
13.78$
Final Capital
March 2026
9.14%
Yearly Return
8.94%
Std Deviation
-19.36%
Max Drawdown
24months
Recovery Period

1.00$
Invested Capital
April 1996
6.54$
Final Capital
March 2026
6.46%
Yearly Return
8.94%
Std Deviation
-24.13%
Max Drawdown
35months
Recovery Period

1.00$
Invested Capital
January 1985
48.50$
Final Capital
March 2026
9.87%
Yearly Return
8.68%
Std Deviation
-19.36%
Max Drawdown
24months
Recovery Period

1.00$
Invested Capital
January 1985
15.62$
Final Capital
March 2026
6.89%
Yearly Return
8.68%
Std Deviation
-24.13%
Max Drawdown
35months
Recovery Period

As of March 2026, in the previous 30 Years, the Betterment Robo Advisor 100 Value Tilt Portfolio obtained a 8.49% compound annual return, with a 15.85% standard deviation. It suffered a maximum drawdown of -54.55% that required 63 months to be recovered.

As of March 2026, in the previous 30 Years, the Aim Ways Shield Strategy Portfolio obtained a 9.14% compound annual return, with a 8.94% standard deviation. It suffered a maximum drawdown of -19.36% that required 24 months to be recovered.

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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.

Resources & Extras

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 Mar 31, 2026

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
(1996/04 - 2026/03)

All Data
(1985/01 - 2026/03)

Inflation Adjusted:

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Robo Advisor 100 Value Tilt Betterment	1 $	11.52 $	1 051.84%	8.49%
Shield Strategy Aim Ways	1 $	13.78 $	1 277.77%	9.14%
	Apr 1996	Mar 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Robo Advisor 100 Value Tilt Betterment	1 $	5.47 $	446.83%	5.83%
Shield Strategy Aim Ways	1 $	6.54 $	554.09%	6.46%
	Apr 1996	Mar 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Robo Advisor 100 Value Tilt Betterment	1 $	71.48 $	7 047.63%	10.90%
Shield Strategy Aim Ways	1 $	48.50 $	4 750.30%	9.87%
	Jan 1985	Mar 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Robo Advisor 100 Value Tilt Betterment	1 $	23.02 $	2 202.21%	7.90%
Shield Strategy Aim Ways	1 $	15.62 $	1 462.26%	6.89%
	Jan 1985	Mar 2026

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		Return (%) as of Mar 31, 2026
		YTD (3M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~41Y)
	Robo Advisor 100 Value Tilt Betterment	0.41	-6.32	3.84	21.87	8.81	10.90	8.49	10.90
	Shield Strategy Aim Ways	-0.30	-5.19	3.67	19.20	10.15	10.48	9.14	9.87
Returns over 1 year are annualized.

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Portfolio Metrics as of Mar 31, 2026

The following metrics, updated as of 31 March 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON

Period: 1 April 2025 - 31 March 2026 (1 year)

Period: 1 April 2021 - 31 March 2026 (5 years)

Period: 1 April 2016 - 31 March 2026 (10 years)

Period: 1 April 1996 - 31 March 2026 (30 years)

Period: 1 January 1985 - 31 March 2026 (~41 years)

1 Year

5 Years

10 Years

30 Years

All (1985/01 - 2026/03)

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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 (%)	21.87	19.20
Infl. Adjusted (%)	18.95	16.35
DRAWDOWN
Deepest Drawdown Depth (%)	-6.32	-5.19
Start to Recovery (months)	1*	1*
Longest Drawdown Depth (%)	-0.03	-5.19
Start to Recovery (months)	2	1*
Longest Negative Period (months)	2*	4*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	10.02	8.01
Sharpe Ratio	1.78	1.90
Sortino Ratio	2.13	2.21
Ulcer Index	1.75	1.44
Ratio: Return / Standard Deviation	2.18	2.40
Ratio: Return / Deepest Drawdown	3.46	3.70
Metrics calculated over the period 1 April 2025 - 31 March 2026

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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	10.15
Infl. Adjusted (%)	4.29	5.58
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)	31	30
RISK INDICATORS
Standard Deviation (%)	14.20	10.13
Sharpe Ratio	0.39	0.68
Sortino Ratio	0.52	0.88
Ulcer Index	7.48	6.48
Ratio: Return / Standard Deviation	0.62	1.00
Ratio: Return / Deepest Drawdown	0.36	0.52
Metrics calculated over the period 1 April 2021 - 31 March 2026

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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 (%)	10.90	10.48
Infl. Adjusted (%)	7.42	7.01
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 (%)	14.56	9.13
Sharpe Ratio	0.60	0.91
Sortino Ratio	0.79	1.22
Ulcer Index	6.68	4.80
Ratio: Return / Standard Deviation	0.75	1.15
Ratio: Return / Deepest Drawdown	0.45	0.54
Metrics calculated over the period 1 April 2016 - 31 March 2026

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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 (%)	8.49	9.14
Infl. Adjusted (%)	5.83	6.46
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 (%)	15.85	8.94
Sharpe Ratio	0.39	0.77
Sortino Ratio	0.52	1.04
Ulcer Index	13.30	5.60
Ratio: Return / Standard Deviation	0.54	1.02
Ratio: Return / Deepest Drawdown	0.16	0.47
Metrics calculated over the period 1 April 1996 - 31 March 2026

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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 (%)	10.90	9.87
Infl. Adjusted (%)	7.90	6.89
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 (%)	15.58	8.68
Sharpe Ratio	0.50	0.77
Sortino Ratio	0.64	1.04
Ulcer Index	11.80	5.02
Ratio: Return / Standard Deviation	0.70	1.14
Ratio: Return / Deepest Drawdown	0.20	0.51
Metrics calculated over the period 1 January 1985 - 31 March 2026

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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 April 1996 - 31 March 2026 (30 years)

Period: 1 January 1985 - 31 March 2026 (~41 years)

30 Years
(1996/04 - 2026/03)

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
-6.32	1*	Mar 2026 In progress

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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 March 2026 (~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 (%)
2026	0.41	-6.32	-0.30	-5.19
2025	22.35	-2.59	23.01	-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

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Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Mar 31, 2026

Portfolio Metrics as of Mar 31, 2026

Drawdowns

Rolling Returns

Yearly Returns