Scott Burns Margaritaville Portfolio vs Aim Ways Aim Bold Strategy Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - January 2025 (~40 years)
Consolidated Returns as of 31 January 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
February 1995
9.08$
Final Capital
January 2025
7.63%
Yearly Return
10.83%
Std Deviation
-38.70%
Max Drawdown
39months
Recovery Period
1.00$
Initial Capital
February 1995
4.28$
Final Capital
January 2025
4.97%
Yearly Return
10.83%
Std Deviation
-39.71%
Max Drawdown
61months
Recovery Period
1.00$
Initial Capital
January 1985
33.89$
Final Capital
January 2025
9.19%
Yearly Return
10.92%
Std Deviation
-38.70%
Max Drawdown
39months
Recovery Period
1.00$
Initial Capital
January 1985
11.20$
Final Capital
January 2025
6.21%
Yearly Return
10.92%
Std Deviation
-39.71%
Max Drawdown
61months
Recovery Period
Aim Ways Aim Bold Strategy Portfolio
1.00$
Initial Capital
February 1995
12.97$
Final Capital
January 2025
8.92%
Yearly Return
9.91%
Std Deviation
-30.09%
Max Drawdown
29months
Recovery Period
1.00$
Initial Capital
February 1995
6.12$
Final Capital
January 2025
6.22%
Yearly Return
9.91%
Std Deviation
-31.24%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
January 1985
40.66$
Final Capital
January 2025
9.68%
Yearly Return
9.58%
Std Deviation
-30.09%
Max Drawdown
29months
Recovery Period
1.00$
Initial Capital
January 1985
13.44$
Final Capital
January 2025
6.70%
Yearly Return
9.58%
Std Deviation
-31.24%
Max Drawdown
30months
Recovery Period

As of January 2025, in the previous 30 Years, the Scott Burns Margaritaville Portfolio obtained a 7.63% compound annual return, with a 10.83% standard deviation. It suffered a maximum drawdown of -38.70% that required 39 months to be recovered.

As of January 2025, in the previous 30 Years, the Aim Ways Aim Bold Strategy Portfolio obtained a 8.92% compound annual return, with a 9.91% standard deviation. It suffered a maximum drawdown of -30.09% that required 29 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.

Scott Burns Margaritaville Portfolio
Weight
(%)
ETF
Ticker
Name
34.00
VTI
Vanguard Total Stock Market
33.00
VEU
Vanguard FTSE All-World ex-US
33.00
TIP
iShares TIPS Bond
Aim Ways Aim Bold Strategy Portfolio
Weight
(%)
ETF
Ticker
Name
15.00
QQQ
Invesco QQQ Trust
15.00
VTI
Vanguard Total Stock Market
10.00
VGK
Vanguard FTSE Europe
5.00
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
20.00
BNDX
Vanguard Total International Bond
20.00
HYG
iShares iBoxx $ High Yield Corporate Bond
15.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Jan 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 January 2025 (~40 years)
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Return (%) as of Jan 31, 2025
YTD
(1M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Margaritaville
Scott Burns
2.61 2.61 4.08 13.42 7.36 6.97 7.63 9.19
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Aim Bold Strategy
Aim Ways
2.79 2.79 7.03 18.02 8.84 8.22 8.92 9.68
Return over 1 year are annualized.
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Capital Growth as of Jan 31, 2025

Scott Burns Margaritaville Portfolio: an investment of 1$, since February 1995, now would be worth 9.08$, with a total return of 808.43% (7.63% annualized).

Aim Ways Aim Bold Strategy Portfolio: an investment of 1$, since February 1995, now would be worth 12.97$, with a total return of 1197.19% (8.92% annualized).


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Scott Burns Margaritaville Portfolio: an investment of 1$, since January 1985, now would be worth 33.89$, with a total return of 3289.16% (9.19% annualized).

Aim Ways Aim Bold Strategy Portfolio: an investment of 1$, since January 1985, now would be worth 40.66$, with a total return of 3966.08% (9.68% annualized).


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Portfolio Metrics as of Jan 31, 2025

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

METRIC COMPARISON
Period: 1 February 2024 - 31 January 2025 (1 year)
Period: 1 February 2020 - 31 January 2025 (5 years)
Period: 1 February 2015 - 31 January 2025 (10 years)
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1985 - 31 January 2025 (~40 years)
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Margaritaville Aim Bold Strategy
Author Scott Burns Aim Ways
ASSET ALLOCATION
Stocks 67% 45%
Fixed Income 33% 40%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 13.42 18.02
Infl. Adjusted Return (%) 10.05 14.51
DRAWDOWN
Deepest Drawdown Depth (%) -2.90 -1.66
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.90 -1.66
Start to Recovery (months) 2 2
Longest Negative Period (months) 4 3
RISK INDICATORS
Standard Deviation (%) 7.57 5.46
Sharpe Ratio 1.10 2.36
Sortino Ratio 1.31 2.86
Ulcer Index 1.25 0.60
Ratio: Return / Standard Deviation 1.77 3.30
Ratio: Return / Deepest Drawdown 4.62 10.85
Metrics calculated over the period 1 February 2024 - 31 January 2025
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Margaritaville Aim Bold Strategy
Author Scott Burns Aim Ways
ASSET ALLOCATION
Stocks 67% 45%
Fixed Income 33% 40%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 7.36 8.84
Infl. Adjusted Return (%) 2.96 4.38
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -20.16
Start to Recovery (months) 27 24
Longest Drawdown Depth (%) -21.96 -20.16
Start to Recovery (months) 27 24
Longest Negative Period (months) 34 30
RISK INDICATORS
Standard Deviation (%) 13.05 11.50
Sharpe Ratio 0.38 0.56
Sortino Ratio 0.50 0.75
Ulcer Index 7.82 6.77
Ratio: Return / Standard Deviation 0.56 0.77
Ratio: Return / Deepest Drawdown 0.34 0.44
Metrics calculated over the period 1 February 2020 - 31 January 2025
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Margaritaville Aim Bold Strategy
Author Scott Burns Aim Ways
ASSET ALLOCATION
Stocks 67% 45%
Fixed Income 33% 40%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 6.97 8.22
Infl. Adjusted Return (%) 3.74 4.95
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -20.16
Start to Recovery (months) 27 24
Longest Drawdown Depth (%) -21.96 -20.16
Start to Recovery (months) 27 24
Longest Negative Period (months) 34 30
RISK INDICATORS
Standard Deviation (%) 10.84 9.47
Sharpe Ratio 0.49 0.69
Sortino Ratio 0.65 0.94
Ulcer Index 6.09 5.09
Ratio: Return / Standard Deviation 0.64 0.87
Ratio: Return / Deepest Drawdown 0.32 0.41
Metrics calculated over the period 1 February 2015 - 31 January 2025
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Margaritaville Aim Bold Strategy
Author Scott Burns Aim Ways
ASSET ALLOCATION
Stocks 67% 45%
Fixed Income 33% 40%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 7.63 8.92
Infl. Adjusted Return (%) 4.97 6.22
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -30.09
Start to Recovery (months) 39 29
Longest Drawdown Depth (%) -22.41 -25.79
Start to Recovery (months) 45 47
Longest Negative Period (months) 62 53
RISK INDICATORS
Standard Deviation (%) 10.83 9.91
Sharpe Ratio 0.49 0.67
Sortino Ratio 0.64 0.89
Ulcer Index 8.25 7.65
Ratio: Return / Standard Deviation 0.70 0.90
Ratio: Return / Deepest Drawdown 0.20 0.30
Metrics calculated over the period 1 February 1995 - 31 January 2025
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Margaritaville Aim Bold Strategy
Author Scott Burns Aim Ways
ASSET ALLOCATION
Stocks 67% 45%
Fixed Income 33% 40%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 9.19 9.68
Infl. Adjusted Return (%) 6.21 6.70
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -30.09
Start to Recovery (months) 39 29
Longest Drawdown Depth (%) -22.41 -25.79
Start to Recovery (months) 45 47
Longest Negative Period (months) 62 53
RISK INDICATORS
Standard Deviation (%) 10.92 9.58
Sharpe Ratio 0.55 0.68
Sortino Ratio 0.73 0.90
Ulcer Index 7.42 6.85
Ratio: Return / Standard Deviation 0.84 1.01
Ratio: Return / Deepest Drawdown 0.24 0.32
Metrics calculated over the period 1 January 1985 - 31 January 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 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1985 - 31 January 2025 (~40 years)

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Margaritaville Aim Bold Strategy
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-38.70 39 Nov 2007
Jan 2011
-30.09 29 Nov 2007
Mar 2010
-25.79 47 Apr 2000
Feb 2004
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-20.16 24 Jan 2022
Dec 2023
-14.40 7 Jan 2020
Jul 2020
-12.82 10 May 2011
Feb 2012
-10.73 5 Feb 2020
Jun 2020
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-8.84 9 May 2011
Jan 2012
-8.31 4 Jul 1998
Oct 1998
-7.04 13 Jun 2015
Jun 2016

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Margaritaville Aim Bold Strategy
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-38.70 39 Nov 2007
Jan 2011
-30.09 29 Nov 2007
Mar 2010
-25.79 47 Apr 2000
Feb 2004
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-20.16 24 Jan 2022
Dec 2023
-15.03 14 Sep 1987
Oct 1988
-14.53 14 Jan 1990
Feb 1991
-14.40 7 Jan 2020
Jul 2020
-14.07 17 Sep 1987
Jan 1989
-12.82 10 May 2011
Feb 2012
-10.73 5 Feb 2020
Jun 2020
-10.72 7 Aug 1990
Feb 1991
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 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 January 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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Margaritaville Aim Bold Strategy
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
2.61 0.00 2.79 0.00
2024
10.48 -2.90 14.52 -1.66
2023
15.17 -7.90 20.27 -5.40
2022
-16.10 -21.96 -15.30 -20.16
2021
13.33 -2.96 9.04 -3.19
2020
14.40 -14.40 17.74 -10.73
2019
20.39 -3.64 20.90 -3.36
2018
-6.92 -9.97 -3.18 -6.43
2017
17.22 0.00 16.48 -0.61
2016
7.53 -3.63 8.00 -3.18
2015
-2.03 -8.70 -1.61 -6.91
2014
3.95 -3.16 5.99 -2.49
2013
13.25 -4.31 9.77 -4.32
2012
13.94 -5.67 13.75 -5.44
2011
0.08 -12.82 3.00 -8.84
2010
11.85 -8.08 15.52 -5.03
2009
25.18 -13.70 31.47 -7.78
2008
-26.90 -30.74 -22.24 -27.48
2007
10.88 -2.84 12.22 -3.27
2006
14.22 -2.59 14.03 -3.25
2005
8.11 -2.37 7.49 -2.58
2004
13.95 -3.39 9.98 -2.74
2003
26.41 -2.95 24.97 -1.29
2002
-6.46 -11.78 -5.10 -12.15
2001
-7.87 -14.71 -5.85 -14.68
2000
-2.92 -8.17 -8.48 -12.35
1999
16.49 -2.94 25.84 -2.85
1998
16.12 -9.72 23.03 -8.31
1997
14.48 -4.68 6.95 -3.92
1996
9.11 -2.95 15.50 -2.32
1995
21.08 -0.70 21.99 -0.16
1994
1.10 -5.54 -2.69 -7.21
1993
18.69 -4.43 20.47 -0.27
1992
1.10 -5.71 6.50 -2.28
1991
20.28 -3.87 25.47 -2.70
1990
-7.54 -14.53 -3.46 -10.72
1989
19.01 -1.19 13.97 -1.45
1988
16.51 -3.08 9.96 -2.65
1987
10.87 -15.03 8.85 -14.07
1986
31.94 -5.15 18.12 -2.25
1985
35.93 -1.79 28.86 -1.35
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