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

Simulation Settings
Period: January 1985 - December 2024 (~40 years)
Consolidated Returns as of 31 December 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1985)
Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
January 1995
8.88$
Final Capital
December 2024
7.55%
Yearly Return
10.83%
Std Deviation
-38.70%
Max Drawdown
39months
Recovery Period
1.00$
Initial Capital
January 1985
33.03$
Final Capital
December 2024
9.14%
Yearly Return
10.93%
Std Deviation
-38.70%
Max Drawdown
39months
Recovery Period
Aim Ways Shield Strategy Portfolio
1.00$
Initial Capital
January 1995
14.27$
Final Capital
December 2024
9.27%
Yearly Return
8.85%
Std Deviation
-19.36%
Max Drawdown
24months
Recovery Period
1.00$
Initial Capital
January 1985
39.55$
Final Capital
December 2024
9.63%
Yearly Return
8.71%
Std Deviation
-19.36%
Max Drawdown
24months
Recovery Period

As of December 2024, in the previous 30 Years, the Scott Burns Margaritaville Portfolio obtained a 7.55% 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 December 2024, in the previous 30 Years, the Aim Ways Shield Strategy Portfolio obtained a 9.27% compound annual return, with a 8.85% standard deviation. It suffered a maximum drawdown of -19.36% that required 24 months to be recovered.

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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 Shield Strategy Portfolio
Weight
(%)		 ETF
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 Dec 31, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1985 - 31 December 2024 (~40 years)
Swipe left to see all data
Return (%) as of Dec 31, 2024
YTD
(12M) 		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 		10.48 -2.50 3.51 10.48 6.71 6.71 7.55 9.14
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Shield Strategy
Aim Ways 		15.92 -1.70 6.78 15.92 9.33 8.76 9.27 9.63
Return over 1 year are annualized.
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Capital Growth as of Dec 31, 2024

Scott Burns Margaritaville Portfolio: an investment of 1$, since January 1995, now would be worth 8.88$, with a total return of 788.03% (7.55% annualized).

Aim Ways Shield Strategy Portfolio: an investment of 1$, since January 1995, now would be worth 14.27$, with a total return of 1327.43% (9.27% annualized).


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Scott Burns Margaritaville Portfolio: an investment of 1$, since January 1985, now would be worth 33.03$, with a total return of 3202.95% (9.14% annualized).

Aim Ways Shield Strategy Portfolio: an investment of 1$, since January 1985, now would be worth 39.55$, with a total return of 3854.69% (9.63% annualized).


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Portfolio Metrics as of Dec 31, 2024

The following metrics, updated as of 31 December 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 January 2024 - 31 December 2024 (1 year)
Period: 1 January 2020 - 31 December 2024 (5 years)
Period: 1 January 2015 - 31 December 2024 (10 years)
Period: 1 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1985 - 31 December 2024 (~40 years)
Swipe left to see all data
Margaritaville Shield Strategy
Author Scott Burns Aim Ways
ASSET ALLOCATION
Stocks 67% 42%
Fixed Income 33% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 10.48 15.92
Infl. Adjusted Return (%) 7.79 13.10
DRAWDOWN
Deepest Drawdown Depth (%) -2.90 -2.13
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -0.06 -2.13
Start to Recovery (months) 2 2
Longest Negative Period (months) 4* 1
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.46 5.99
Sharpe Ratio 0.71 1.79
Sortino Ratio 0.87 2.21
Ulcer Index 1.25 0.76
Ratio: Return / Standard Deviation 1.41 2.66
Ratio: Return / Deepest Drawdown 3.61 7.49
Metrics calculated over the period 1 January 2024 - 31 December 2024
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Margaritaville Shield Strategy
Author Scott Burns Aim Ways
ASSET ALLOCATION
Stocks 67% 42%
Fixed Income 33% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 6.71 9.33
Infl. Adjusted Return (%) 2.49 5.00
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -19.36
Start to Recovery (months) 27 24
Longest Drawdown Depth (%) -21.96 -19.36
Start to Recovery (months) 27 24
Longest Negative Period (months) 34 30
RISK INDICATORS
Standard Deviation (%) 13.03 11.11
Sharpe Ratio 0.34 0.63
Sortino Ratio 0.45 0.85
Ulcer Index 7.85 6.58
Ratio: Return / Standard Deviation 0.52 0.84
Ratio: Return / Deepest Drawdown 0.31 0.48
Metrics calculated over the period 1 January 2020 - 31 December 2024
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Margaritaville Shield Strategy
Author Scott Burns Aim Ways
ASSET ALLOCATION
Stocks 67% 42%
Fixed Income 33% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 6.71 8.76
Infl. Adjusted Return (%) 3.64 5.62
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -19.36
Start to Recovery (months) 27 24
Longest Drawdown Depth (%) -21.96 -19.36
Start to Recovery (months) 27 24
Longest Negative Period (months) 34 30
RISK INDICATORS
Standard Deviation (%) 10.82 9.02
Sharpe Ratio 0.47 0.79
Sortino Ratio 0.63 1.09
Ulcer Index 6.09 4.84
Ratio: Return / Standard Deviation 0.62 0.97
Ratio: Return / Deepest Drawdown 0.31 0.45
Metrics calculated over the period 1 January 2015 - 31 December 2024
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Margaritaville Shield Strategy
Author Scott Burns Aim Ways
ASSET ALLOCATION
Stocks 67% 42%
Fixed Income 33% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 7.55 9.27
Infl. Adjusted Return (%) 4.91 6.58
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -19.36
Start to Recovery (months) 39 24
Longest Drawdown Depth (%) -22.41 -18.97
Start to Recovery (months) 45 39
Longest Negative Period (months) 62 44
RISK INDICATORS
Standard Deviation (%) 10.83 8.85
Sharpe Ratio 0.49 0.79
Sortino Ratio 0.63 1.07
Ulcer Index 8.25 5.59
Ratio: Return / Standard Deviation 0.70 1.05
Ratio: Return / Deepest Drawdown 0.20 0.48
Metrics calculated over the period 1 January 1995 - 31 December 2024
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Margaritaville Shield Strategy
Author Scott Burns Aim Ways
ASSET ALLOCATION
Stocks 67% 42%
Fixed Income 33% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 9.14 9.63
Infl. Adjusted Return (%) 6.18 6.66
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -19.36
Start to Recovery (months) 39 24
Longest Drawdown Depth (%) -22.41 -18.97
Start to Recovery (months) 45 39
Longest Negative Period (months) 62 44
RISK INDICATORS
Standard Deviation (%) 10.93 8.71
Sharpe Ratio 0.55 0.74
Sortino Ratio 0.72 1.01
Ulcer Index 7.43 5.09
Ratio: Return / Standard Deviation 0.84 1.11
Ratio: Return / Deepest Drawdown 0.24 0.50
Metrics calculated over the period 1 January 1985 - 31 December 2024
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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 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1985 - 31 December 2024 (~40 years)

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Margaritaville Shield Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-14.40 7 Jan 2020
Jul 2020
-12.82 10 May 2011
Feb 2012
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-7.66 4 Jul 1998
Oct 1998
-7.65 4 Feb 2020
May 2020
-6.37 5 Apr 2000
Aug 2000
-5.67 5 Apr 2012
Aug 2012

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Margaritaville Shield Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-15.03 14 Sep 1987
Oct 1988
-14.53 14 Jan 1990
Feb 1991
-14.40 7 Jan 2020
Jul 2020
-13.14 20 Sep 1987
Apr 1989
-12.82 10 May 2011
Feb 2012
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-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 December 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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Margaritaville Shield Strategy
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 10.48 -2.90 15.92 -2.13
2023
 15.17 -7.90 20.08 -5.24
2022
 -16.10 -21.96 -15.12 -19.36
2021
 13.33 -2.96 9.82 -3.40
2020
 14.40 -14.40 20.37 -7.65
2019
 20.39 -3.64 22.48 -2.06
2018
 -6.92 -9.97 -1.91 -5.03
2017
 17.22 0.00 15.04 -0.68
2016
 7.53 -3.63 7.35 -4.07
2015
 -2.03 -8.70 -0.10 -4.62
2014
 3.95 -3.16 8.59 -2.13
2013
 13.25 -4.31 7.50 -4.38
2012
 13.94 -5.67 10.74 -3.62
2011
 0.08 -12.82 6.97 -4.76
2010
 11.85 -8.08 16.03 -3.39
2009
 25.18 -13.70 21.59 -6.37
2008
 -26.90 -30.74 -12.13 -18.60
2007
 10.88 -2.84 12.84 -1.84
2006
 14.22 -2.59 11.15 -3.29
2005
 8.11 -2.37 5.77 -2.90
2004
 13.95 -3.39 7.38 -3.99
2003
 26.41 -2.95 21.21 -1.00
2002
 -6.46 -11.78 -1.64 -7.75
2001
 -7.87 -14.71 -4.77 -10.54
2000
 -2.92 -8.17 -4.17 -8.87
1999
 16.49 -2.94 20.24 -3.49
1998
 16.12 -9.72 24.17 -7.66
1997
 14.48 -4.68 10.96 -3.63
1996
 9.11 -2.95 12.28 -2.24
1995
 21.08 -0.70 24.80 0.00
1994
 1.10 -5.54 -1.72 -5.64
1993
 18.69 -4.43 12.49 -0.74
1992
 1.10 -5.71 4.94 -2.92
1991
 20.28 -3.87 23.27 -2.81
1990
 -7.54 -14.53 -0.04 -6.64
1989
 19.01 -1.19 17.40 -1.65
1988
 16.51 -3.08 6.16 -3.42
1987
 10.87 -15.03 8.56 -13.14
1986
 31.94 -5.15 15.59 -2.72
1985
 35.93 -1.79 23.91 -2.06
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book