Build Alpha Architect Robust Portfolio With ETFs

Build Alpha Architect Robust portfolio with ETFs. How does it compare against other portfolios?
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What is the Alpha Architect Robust Portfolio?

Alpha Architect Robust Portfolio portfolios can be built with 8 ETFs. It is exposed to 100% equities. It has an allocation to momentum stocks. It is a high-risk portfolio.

For the past 10 years, the Alpha Architect Robust Portfolio has returned 8.51 with a standard deviation of 11.71. The dividend yield is 2.14%. The 30-year return is 9.94%. Year to date the Alpha Architect Robust Portfolio has returned 12.97%%.

What is the historical return of the Alpha Architect Robust Portfolio?

Below you can see the historical return of the Alpha Architect Robust Portfolio.

Data was last updated on October 1, 2021 at 04:21 a.m. ET

NameAsset class countYear to dateReturn in 202010 year returnCAGR since 1989 (%)Risk levelExpense ratio
Alpha Architect Robust812.97%9.38.519.9430.24%

How does the Alpha Architect Robust portfolio compare to the best portfolios?

Below you can see the returns of the best portfolios that we have benchmarked.

NameSee PortfolioYear to dateReturn in 202010 year returnCAGR since 1989 (%)Draw Down
Premium Portfolio15.92%18.2913.8410.77-37.63%
Premium Portfolio8.30%18.118.6311.14-44.87%
Premium Portfolio13.48%19.712.8410.49-32.77%
Premium Portfolio20.78%3.198.5210.59-36.46%
Premium Portfolio20.17%3.668.6210.48-36.35%
Premium Portfolio15.18%21.0313.7810.83-37.00%
Premium Portfolio19.24%8.711.5610.65-35.26%
Premium Portfolio15.41%7.488.3910.64-37.91%
Premium Portfolio16.16%5.3610.8811.23-35.43%
Premium Portfolio20.81%3.4210.2110.47-40.85%

Alpha Architect Robust Portfolio, Momentum Winner

Wes Gray and Jack Vogel over at Alpha Architect constructed this portfolio. Alpha Architect employs mainly a tactical approach for portfolio construction. Alpha Architect has enjoyed a great deal of success because of their stock selection methodology, which they have documented in several places. Among these are the three books

Alpha Achitect DIY Financial Advisor
alpha-architect-Quantitative-momentum
alpha-architect-Quantitative-value

They are all three exceptionally well researched and all evidence-based approaches that go beyond the buy and hold methodology. Their books are a nerd’s heaven.

Alpha Architect has entered the ETF business and has launched several ETFs based on their methodologies.

Description of the Alpha Architect Robust portfolio

The portfolio comes from mebfaber.com.

The Alpha Architect Robust portfolio is one of the very few portfolios that tilt towards momentum.

Momentum is one of the factors that contribute to stocks returns. Other factors include market risk, size, value, and quality. This goes back to the Fama-French 3-factor model.

Mark Carhart demonstrated the momentum factor in his paper On Persistence in Mutual Fund Performance.

The Alpha Architect Robust portfolio is also tilted towards value and small-cap. The portfolio covers 4 of the 5 factors setting it up for some excellent performance.

We like the portfolio a lot but there is one thing we don’t like.

The thing we don’t like is the 10% allocation to commodities. Commodities is a non-income producing asset class destined to decrease in value over time. Therefore we don’t recommend that you use commodities or precious metals like gold in your portfolio.

How do you build the Alpha Architect Robust portfolio with ETFs?

This portfolio is part of Portfolio Einstein Gold, Premium Portfolios.

Resources for the Alpha Architect Robust portfolio

Alpha Architect has an extensive archive of podcasts and videos.

They are nerds and geeks by heart and also have an extensive research section comprising many white papers on investing.

Suggestions for your next steps

Finding the correct portfolio is hard. Maintaining your portfolio is also daunting. If you are still in doubt about which portfolio to choose, we suggest you read our article How To Invest Money: 5 Simple Steps That Work For Anyone

If you have already committed to a portfolio – good for you! If you need help maintaining the portfolio you will find our rebalance worksheet useful. Rebalancing your portfolio lowers your risk and may provide higher returns in the long run. It is completely FREE.

You can find the rebalance worksheet in our article Here Is The Most Easy To Use Portfolio Rebalance Tool.

Rebalancing lowers your portfolio risk and may increase your returns.


If you want access to our high-performing portfolios then you need to take a look at the premium portfolios. This is a paid product that gives you the 59 best-performing portfolios since 1989. The portfolios represent a great opportunity for you to have a shot at increasing the returns of your portfolio.

Portfolioeinstein Premium Portfolios
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