Aim Ways Shield Strategy Portfolio vs Tyler Golden Butterfly 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:

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

Tyler Golden Butterfly Portfolio

1.00$
Invested Capital
April 1996
9.93$
Final Capital
March 2026
7.95%
Yearly Return
7.95%
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period

1.00$
Invested Capital
April 1996
4.72$
Final Capital
March 2026
5.31%
Yearly Return
7.95%
Std Deviation
-23.47%
Max Drawdown
51months
Recovery Period

1.00$
Invested Capital
January 1985
33.83$
Final Capital
March 2026
8.91%
Yearly Return
7.68%
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period

1.00$
Invested Capital
January 1985
10.90$
Final Capital
March 2026
5.96%
Yearly Return
7.68%
Std Deviation
-23.47%
Max Drawdown
51months
Recovery Period

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.

As of March 2026, in the previous 30 Years, the Tyler Golden Butterfly Portfolio obtained a 7.95% compound annual return, with a 7.95% standard deviation. It suffered a maximum drawdown of -17.79% that required 30 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.

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

Tyler Golden Butterfly Portfolio

Weight (%)	Ticker	Name
20.00	IJS	iShares S&P Small-Cap 600 Value
20.00	VTI	Vanguard Total Stock Market
20.00	SHY	iShares 1-3 Year Treasury Bond
20.00	TLT	iShares 20+ 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 (%)
Shield Strategy Aim Ways	1 $	13.78 $	1 277.77%	9.14%
Golden Butterfly Tyler	1 $	9.93 $	893.25%	7.95%
	Apr 1996	Mar 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Shield Strategy Aim Ways	1 $	6.54 $	554.09%	6.46%
Golden Butterfly Tyler	1 $	4.72 $	371.54%	5.31%
	Apr 1996	Mar 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Shield Strategy Aim Ways	1 $	48.50 $	4 750.30%	9.87%
Golden Butterfly Tyler	1 $	33.83 $	3 283.06%	8.91%
	Jan 1985	Mar 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Shield Strategy Aim Ways	1 $	15.62 $	1 462.26%	6.89%
Golden Butterfly Tyler	1 $	10.90 $	989.67%	5.96%
	Jan 1985	Mar 2026

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		Return (%) as of Mar 31, 2026
		YTD (3M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~41Y)
	Shield Strategy Aim Ways	-0.30	-5.19	3.67	19.20	10.15	10.48	9.14	9.87
	Golden Butterfly Tyler	1.87	-5.05	5.97	18.97	7.10	7.86	7.95	8.91
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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	Shield Strategy	Golden Butterfly
Author	Aim Ways	Tyler
ASSET ALLOCATION
Stocks	42%	40%
Fixed Income	38%	40%
Commodities	20%	20%
PERFORMANCES
Annualized Return (%)	19.20	18.97
Infl. Adjusted (%)	16.35	16.12
DRAWDOWN
Deepest Drawdown Depth (%)	-5.19	-5.05
Start to Recovery (months)	1*	1*
Longest Drawdown Depth (%)	-5.19	-0.02
Start to Recovery (months)	1*	2
Longest Negative Period (months)	4*	2*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	8.01	8.43
Sharpe Ratio	1.90	1.78
Sortino Ratio	2.21	2.16
Ulcer Index	1.44	1.40
Ratio: Return / Standard Deviation	2.40	2.25
Ratio: Return / Deepest Drawdown	3.70	3.76
Metrics calculated over the period 1 April 2025 - 31 March 2026

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	Shield Strategy	Golden Butterfly
Author	Aim Ways	Tyler
ASSET ALLOCATION
Stocks	42%	40%
Fixed Income	38%	40%
Commodities	20%	20%
PERFORMANCES
Annualized Return (%)	10.15	7.10
Infl. Adjusted (%)	5.58	2.65
DRAWDOWN
Deepest Drawdown Depth (%)	-19.36	-17.79
Start to Recovery (months)	24	30
Longest Drawdown Depth (%)	-19.36	-17.79
Start to Recovery (months)	24	30
Longest Negative Period (months)	30	35
RISK INDICATORS
Standard Deviation (%)	10.13	10.19
Sharpe Ratio	0.68	0.38
Sortino Ratio	0.88	0.51
Ulcer Index	6.48	6.44
Ratio: Return / Standard Deviation	1.00	0.70
Ratio: Return / Deepest Drawdown	0.52	0.40
Metrics calculated over the period 1 April 2021 - 31 March 2026

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	Shield Strategy	Golden Butterfly
Author	Aim Ways	Tyler
ASSET ALLOCATION
Stocks	42%	40%
Fixed Income	38%	40%
Commodities	20%	20%
PERFORMANCES
Annualized Return (%)	10.48	7.86
Infl. Adjusted (%)	7.01	4.47
DRAWDOWN
Deepest Drawdown Depth (%)	-19.36	-17.79
Start to Recovery (months)	24	30
Longest Drawdown Depth (%)	-19.36	-17.79
Start to Recovery (months)	24	30
Longest Negative Period (months)	30	39
RISK INDICATORS
Standard Deviation (%)	9.13	8.80
Sharpe Ratio	0.91	0.65
Sortino Ratio	1.22	0.89
Ulcer Index	4.80	4.76
Ratio: Return / Standard Deviation	1.15	0.89
Ratio: Return / Deepest Drawdown	0.54	0.44
Metrics calculated over the period 1 April 2016 - 31 March 2026

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	Shield Strategy	Golden Butterfly
Author	Aim Ways	Tyler
ASSET ALLOCATION
Stocks	42%	40%
Fixed Income	38%	40%
Commodities	20%	20%
PERFORMANCES
Annualized Return (%)	9.14	7.95
Infl. Adjusted (%)	6.46	5.31
DRAWDOWN
Deepest Drawdown Depth (%)	-19.36	-17.79
Start to Recovery (months)	24	30
Longest Drawdown Depth (%)	-18.97	-17.79
Start to Recovery (months)	39	30
Longest Negative Period (months)	44	39
RISK INDICATORS
Standard Deviation (%)	8.94	7.95
Sharpe Ratio	0.77	0.72
Sortino Ratio	1.04	0.96
Ulcer Index	5.60	3.59
Ratio: Return / Standard Deviation	1.02	1.00
Ratio: Return / Deepest Drawdown	0.47	0.45
Metrics calculated over the period 1 April 1996 - 31 March 2026

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	Shield Strategy	Golden Butterfly
Author	Aim Ways	Tyler
ASSET ALLOCATION
Stocks	42%	40%
Fixed Income	38%	40%
Commodities	20%	20%
PERFORMANCES
Annualized Return (%)	9.87	8.91
Infl. Adjusted (%)	6.89	5.96
DRAWDOWN
Deepest Drawdown Depth (%)	-19.36	-17.79
Start to Recovery (months)	24	30
Longest Drawdown Depth (%)	-18.97	-17.79
Start to Recovery (months)	39	30
Longest Negative Period (months)	44	39
RISK INDICATORS
Standard Deviation (%)	8.68	7.68
Sharpe Ratio	0.77	0.75
Sortino Ratio	1.04	1.00
Ulcer Index	5.02	3.33
Ratio: Return / Standard Deviation	1.14	1.16
Ratio: Return / Deepest Drawdown	0.51	0.50
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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Shield Strategy			Golden Butterfly
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-19.36	24	Jan 2022 Dec 2023
-18.97	39	Sep 2000 Nov 2003
-18.89	23	Nov 2007 Sep 2009
			-17.79	30	Jan 2022 Jun 2024
			-14.81	19	Mar 2008 Sep 2009
			-9.44	8	May 1998 Dec 1998
-7.66	4	Jul 1998 Oct 1998
-7.65	4	Feb 2020 May 2020
			-7.16	5	Feb 2020 Jun 2020
			-6.86	12	Jun 2002 May 2003
			-6.37	8	Sep 2018 Apr 2019
-6.37	5	Apr 2000 Aug 2000
			-6.25	14	Feb 2015 Mar 2016
-5.19	1*	Mar 2026 In progress
			-5.05	1*	Mar 2026 In progress

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Shield Strategy			Golden Butterfly
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-19.36	24	Jan 2022 Dec 2023
-18.97	39	Sep 2000 Nov 2003
-18.89	23	Nov 2007 Sep 2009
			-17.79	30	Jan 2022 Jun 2024
			-14.81	19	Mar 2008 Sep 2009
-13.14	20	Sep 1987 Apr 1989
			-10.93	17	Sep 1987 Jan 1989
			-9.44	8	May 1998 Dec 1998
			-7.94	14	Jan 1990 Feb 1991
-7.66	4	Jul 1998 Oct 1998
-7.65	4	Feb 2020 May 2020
			-7.16	5	Feb 2020 Jun 2020
			-6.86	12	Jun 2002 May 2003
-6.64	6	Aug 1990 Jan 1991
			-6.37	8	Sep 2018 Apr 2019

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:

Shield Strategy
Golden Butterfly

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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	Shield Strategy		Golden Butterfly
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2026	-0.30	-5.19	1.87	-5.05
2025	23.01	-0.37	19.30	-0.53
2024	15.92	-2.13	10.73	-3.42
2023	20.08	-5.24	11.98	-8.08
2022	-15.12	-19.36	-13.35	-17.79
2021	9.82	-3.40	9.35	-2.45
2020	20.37	-7.65	13.93	-7.16
2019	22.48	-2.06	18.03	-1.83
2018	-1.91	-5.03	-4.03	-6.37
2017	15.04	-0.68	10.96	-0.32
2016	7.35	-4.07	10.82	-3.36
2015	-0.10	-4.62	-3.71	-6.25
2014	8.59	-2.13	9.13	-3.27
2013	7.50	-4.38	6.26	-3.84
2012	10.74	-3.62	8.84	-2.43
2011	6.97	-4.76	8.86	-3.00
2010	16.03	-3.39	16.54	-2.77
2009	21.59	-6.37	10.77	-10.16
2008	-12.13	-18.60	-4.18	-13.53
2007	12.84	-1.84	9.58	-2.06
2006	11.15	-3.29	12.44	-2.71
2005	5.77	-2.90	8.04	-1.76
2004	7.38	-3.99	9.88	-4.36
2003	21.21	-1.00	18.85	-2.72
2002	-1.64	-7.75	3.15	-6.86
2001	-4.77	-10.54	2.71	-4.99
2000	-4.17	-8.87	6.88	-3.64
1999	20.24	-3.49	4.24	-3.38
1998	24.17	-7.66	8.03	-9.44
1997	10.96	-3.63	13.09	-2.50
1996	12.28	-2.24	8.18	-2.60
1995	24.80	0.00	21.86	-0.40
1994	-1.72	-5.64	-1.98	-4.64
1993	12.49	-0.74	14.50	-1.37
1992	4.94	-2.92	9.15	-1.58
1991	23.27	-2.81	19.14	-1.63
1990	-0.04	-6.64	-2.51	-7.94
1989	17.40	-1.65	14.78	-0.89
1988	6.16	-3.42	9.18	-1.64
1987	8.56	-13.14	5.10	-10.93
1986	15.59	-2.72	17.75	-2.42
1985	23.91	-2.06	25.09	-1.93

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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