Bill Bernstein Sheltered Sam 50/50 vs Aim Ways Aim comfortable trip Portfolio Comparison

Period: January 1985 - September 2024 (~40 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Bill Bernstein Sheltered Sam 50/50 Portfolio
1.00$
Initial Capital
October 1994
7.93$
Final Capital
September 2024
7.15%
Yearly Return
7.81
Std Deviation
-28.23%
Max Drawdown
36 months
Recovery Period
Aim Ways Aim comfortable trip Portfolio
1.00$
Initial Capital
October 1994
9.69$
Final Capital
September 2024
7.86%
Yearly Return
7.60
Std Deviation
-20.15%
Max Drawdown
23 months
Recovery Period
Bill Bernstein Sheltered Sam 50/50 Portfolio
1.00$
Initial Capital
January 1985
25.99$
Final Capital
September 2024
8.54%
Yearly Return
7.95
Std Deviation
-28.23%
Max Drawdown
36 months
Recovery Period
Aim Ways Aim comfortable trip Portfolio
1.00$
Initial Capital
January 1985
30.27$
Final Capital
September 2024
8.96%
Yearly Return
7.62
Std Deviation
-20.15%
Max Drawdown
23 months
Recovery Period

The Bill Bernstein Sheltered Sam 50/50 Portfolio obtained a 7.15% compound annual return, with a 7.81% standard deviation, in the last 30 Years.

The Aim Ways Aim comfortable trip Portfolio obtained a 7.86% compound annual return, with a 7.60% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Sheltered Sam 50/50
Bill Bernstein 		9.86 1.53 6.81 18.27 6.33 5.65 7.15 8.54
Aim comfortable trip
Aim Ways 		11.41 1.90 8.03 21.57 7.39 6.57 7.86 8.96
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since October 1994, now would be worth 7.93$, with a total return of 692.99% (7.15% annualized).

Aim Ways Aim comfortable trip Portfolio: an investment of 1$, since October 1994, now would be worth 9.69$, with a total return of 868.87% (7.86% annualized).


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Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since January 1985, now would be worth 25.99$, with a total return of 2498.76% (8.54% annualized).

Aim Ways Aim comfortable trip Portfolio: an investment of 1$, since January 1985, now would be worth 30.27$, with a total return of 2926.58% (8.96% annualized).


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Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Sheltered Sam 50/50 Aim comfortable trip
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 40%
Fixed Income 50% 45%
Commodities 1.5% 15%
PERFORMANCES
Annualized Return (%) 18.27 21.57
Infl. Adjusted Return (%) 15.49 18.71
DRAWDOWN
Deepest Drawdown Depth (%) -2.60 -1.63
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -1.69 -0.38
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 1
RISK INDICATORS
Standard Deviation (%) 7.57 6.79
Sharpe Ratio 1.71 2.39
Sortino Ratio 2.32 3.41
Ulcer Index 0.87 0.50
Ratio: Return / Standard Deviation 2.41 3.18
Ratio: Return / Deepest Drawdown 7.02 13.27
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Sheltered Sam 50/50 Aim comfortable trip
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 40%
Fixed Income 50% 45%
Commodities 1.5% 15%
PERFORMANCES
Annualized Return (%) 6.33 7.39
Infl. Adjusted Return (%) 2.07 3.08
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -15.56
Start to Recovery (months) 27 24
Longest Drawdown Depth (%) -15.17 -15.56
Start to Recovery (months) 27 24
Longest Negative Period (months) 32 31
RISK INDICATORS
Standard Deviation (%) 9.69 9.18
Sharpe Ratio 0.43 0.57
Sortino Ratio 0.56 0.76
Ulcer Index 5.35 4.79
Ratio: Return / Standard Deviation 0.65 0.81
Ratio: Return / Deepest Drawdown 0.42 0.47
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Sheltered Sam 50/50 Aim comfortable trip
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 40%
Fixed Income 50% 45%
Commodities 1.5% 15%
PERFORMANCES
Annualized Return (%) 5.65 6.57
Infl. Adjusted Return (%) 2.72 3.62
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -15.56
Start to Recovery (months) 27 24
Longest Drawdown Depth (%) -15.17 -15.56
Start to Recovery (months) 27 24
Longest Negative Period (months) 32 31
RISK INDICATORS
Standard Deviation (%) 7.94 7.41
Sharpe Ratio 0.52 0.69
Sortino Ratio 0.70 0.93
Ulcer Index 4.04 3.59
Ratio: Return / Standard Deviation 0.71 0.89
Ratio: Return / Deepest Drawdown 0.37 0.42
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Sheltered Sam 50/50 Aim comfortable trip
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 40%
Fixed Income 50% 45%
Commodities 1.5% 15%
PERFORMANCES
Annualized Return (%) 7.15 7.86
Infl. Adjusted Return (%) 4.52 5.22
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -20.15
Start to Recovery (months) 36 23
Longest Drawdown Depth (%) -28.23 -15.56
Start to Recovery (months) 36 24
Longest Negative Period (months) 53 39
RISK INDICATORS
Standard Deviation (%) 7.81 7.60
Sharpe Ratio 0.62 0.73
Sortino Ratio 0.81 0.98
Ulcer Index 4.64 3.71
Ratio: Return / Standard Deviation 0.91 1.03
Ratio: Return / Deepest Drawdown 0.25 0.39
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Sheltered Sam 50/50 Aim comfortable trip
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 40%
Fixed Income 50% 45%
Commodities 1.5% 15%
PERFORMANCES
Annualized Return (%) 8.54 8.96
Infl. Adjusted Return (%) 5.60 6.00
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -20.15
Start to Recovery (months) 36 23
Longest Drawdown Depth (%) -28.23 -15.56
Start to Recovery (months) 36 24
Longest Negative Period (months) 53 39
RISK INDICATORS
Standard Deviation (%) 7.95 7.62
Sharpe Ratio 0.68 0.76
Sortino Ratio 0.88 1.02
Ulcer Index 4.31 3.48
Ratio: Return / Standard Deviation 1.07 1.18
Ratio: Return / Deepest Drawdown 0.30 0.44
Metrics calculated over the period 1 January 1985 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)

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Sheltered Sam 50/50 Aim comfortable trip
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-28.23 36 Nov 2007
Oct 2010
-20.15 23 Nov 2007
Sep 2009
-15.56 24 Jan 2022
Dec 2023
-15.17 27 Jan 2022
Mar 2024
-11.63 8 Jan 2020
Aug 2020
-9.39 6 Feb 2020
Jul 2020
-8.99 10 May 2011
Feb 2012
-8.55 8 May 1998
Dec 1998
-8.35 12 Jun 2002
May 2003
-7.79 12 Jun 2002
May 2003
-7.64 21 Sep 2000
May 2002
-7.22 6 May 1998
Oct 1998
-6.63 8 Sep 2018
Apr 2019
-5.67 9 May 2011
Jan 2012
-5.55 14 Feb 2001
Mar 2002

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Sheltered Sam 50/50 Aim comfortable trip
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-28.23 36 Nov 2007
Oct 2010
-20.15 23 Nov 2007
Sep 2009
-15.56 24 Jan 2022
Dec 2023
-15.17 27 Jan 2022
Mar 2024
-13.42 14 Sep 1987
Oct 1988
-11.65 14 Sep 1987
Oct 1988
-11.63 8 Jan 2020
Aug 2020
-9.39 6 Feb 2020
Jul 2020
-8.99 10 May 2011
Feb 2012
-8.55 8 May 1998
Dec 1998
-8.36 14 Jan 1990
Feb 1991
-8.35 12 Jun 2002
May 2003
-7.88 6 Aug 1990
Jan 1991
-7.79 12 Jun 2002
May 2003
-7.64 21 Sep 2000
May 2002

Rolling Returns

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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
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 September 2024 (~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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Sheltered Sam 50/50 Aim comfortable trip
Year Return Drawdown Return Drawdown
2024
 9.86% -2.60% 11.41% -1.63%
2023
 9.63% -6.01% 15.77% -4.47%
2022
 -10.08% -15.17% -10.58% -15.56%
2021
 12.55% -2.18% 7.29% -2.26%
2020
 7.04% -11.63% 11.36% -9.39%
2019
 15.24% -2.72% 16.14% -2.32%
2018
 -4.12% -6.63% -2.40% -4.78%
2017
 9.70% 0.00% 11.42% -0.42%
2016
 8.66% -1.99% 7.92% -2.09%
2015
 -1.51% -5.30% -1.20% -4.92%
2014
 5.32% -2.47% 5.31% -2.23%
2013
 11.17% -2.24% 7.86% -3.94%
2012
 9.72% -3.50% 10.85% -4.39%
2011
 2.12% -8.99% 3.71% -5.67%
2010
 10.93% -6.18% 13.58% -4.02%
2009
 16.09% -12.02% 21.18% -6.93%
2008
 -16.49% -20.24% -12.97% -17.75%
2007
 5.90% -2.35% 9.30% -2.21%
2006
 12.64% -1.91% 12.61% -2.81%
2005
 6.50% -1.80% 7.58% -2.16%
2004
 11.37% -3.69% 10.79% -2.87%
2003
 20.88% -1.95% 21.92% -1.65%
2002
 -0.98% -7.79% -0.23% -8.35%
2001
 1.33% -5.55% -0.43% -7.19%
2000
 7.28% -2.16% 1.50% -5.41%
1999
 8.35% -2.52% 14.90% -2.99%
1998
 8.46% -8.55% 18.20% -7.22%
1997
 14.60% -2.41% 3.83% -3.99%
1996
 11.34% -2.06% 10.16% -1.62%
1995
 21.19% -0.68% 19.66% -0.17%
1994
 -1.95% -5.96% -2.00% -5.21%
1993
 17.86% -1.94% 16.10% -0.81%
1992
 8.64% -1.26% 7.83% -1.96%
1991
 23.09% -2.50% 21.40% -2.60%
1990
 -1.30% -7.88% -2.90% -8.36%
1989
 19.77% -0.79% 13.45% -0.99%
1988
 13.45% -1.64% 10.56% -1.94%
1987
 3.26% -13.42% 10.38% -11.65%
1986
 19.83% -3.33% 21.36% -1.76%
1985
 26.90% -1.21% 28.00% -1.27%