Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AA WHOLE WITH SUBS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
Loading graphics...
The earliest data available for this chart is Jul 26, 2023, corresponding to the inception date of PAAA
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio AA WHOLE WITH SUBS | 0.33% | -1.44% | 5.57% | 7.45% | 20.28% | — | — | — |
| Portfolio components: | ||||||||
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.44% | 12.35% | 13.88% | 13.89% | 11.70% | 8.35% | 12.30% |
MBB iShares MBS Bond ETF | 0.20% | -0.82% | 0.66% | 1.73% | 5.74% | 4.02% | 0.45% | 1.36% |
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 0.37% | -0.09% | 5.61% | 10.98% | 25.00% | 16.70% | 11.28% | 8.92% |
SCHI Schwab 5-10 Year Corporate Bond ETF | 0.35% | -1.20% | -0.01% | 0.65% | 6.21% | 5.53% | 1.54% | — |
VWELX Vanguard Wellington Fund Investor Shares | 0.54% | -2.74% | -2.83% | 0.05% | 14.29% | 12.85% | 7.69% | 9.38% |
AAPL Apple Inc | 0.11% | -2.97% | -5.78% | -0.28% | 14.80% | 16.04% | 16.39% | 26.10% |
XOM Exxon Mobil Corporation | -0.06% | 5.84% | 34.42% | 46.62% | 40.06% | 15.29% | 27.66% | 11.56% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 0.16% | -1.07% | 0.05% | 0.76% | 4.10% | 3.20% | 0.34% | 1.32% |
MO Altria Group, Inc. | 0.43% | -2.94% | 15.96% | 3.55% | 23.23% | 22.72% | 13.73% | 7.41% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 0.21% | -4.10% | -0.29% | 2.38% | 6.66% | 9.25% | 7.95% | — |
Monthly Returns
Based on dividend-adjusted daily data since Jul 27, 2023, AA WHOLE WITH SUBS's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, your investment would double in approximately 4.9 years.
Historically, 71% of months were positive and 29% were negative. The best month was Nov 2023 with a return of +5.7%, while the worst month was Dec 2024 at -3.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, AA WHOLE WITH SUBS closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +4.8%, while the worst single day was Apr 4, 2025 at -4.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.25% | 3.77% | -2.76% | 0.36% | 5.57% | ||||||||
| 2025 | 2.35% | 2.32% | -0.13% | -1.16% | 2.50% | 3.06% | 1.16% | 3.68% | 2.09% | 0.06% | 1.76% | 0.14% | 19.24% |
| 2024 | 0.36% | 0.98% | 3.63% | -2.53% | 3.78% | 0.89% | 3.95% | 2.63% | 2.28% | -2.01% | 2.68% | -3.34% | 13.74% |
| 2023 | -0.07% | -1.39% | -2.88% | -1.73% | 5.67% | 3.89% | 3.24% |
Benchmark Metrics
AA WHOLE WITH SUBS has an annualized alpha of 8.32%, beta of 0.47, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since July 27, 2023.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (72.08%) than losses (42.44%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 8.32% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.47 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 8.32%
- Beta
- 0.47
- R²
- 0.67
- Upside Capture
- 72.08%
- Downside Capture
- 42.44%
Expense Ratio
AA WHOLE WITH SUBS has an expense ratio of 0.08%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Risk / Return Rank
AA WHOLE WITH SUBS ranks 84 for risk / return — in the top 84% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 0.88 | +1.08 |
Sortino ratioReturn per unit of downside risk | 2.72 | 1.37 | +1.35 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.21 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.39 | +0.97 |
Martin ratioReturn relative to average drawdown | 12.64 | 6.43 | +6.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
MBB iShares MBS Bond ETF | 59 | 1.16 | 1.66 | 1.21 | 2.09 | 5.69 |
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 83 | 1.73 | 2.31 | 1.36 | 2.67 | 10.15 |
SCHI Schwab 5-10 Year Corporate Bond ETF | 66 | 1.28 | 1.79 | 1.24 | 2.09 | 7.33 |
VWELX Vanguard Wellington Fund Investor Shares | 66 | 1.25 | 1.83 | 1.28 | 1.89 | 8.42 |
AAPL Apple Inc | 55 | 0.47 | 0.92 | 1.13 | 0.66 | 2.04 |
XOM Exxon Mobil Corporation | 80 | 1.58 | 2.06 | 1.28 | 2.51 | 6.57 |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 52 | 1.07 | 1.63 | 1.19 | 1.66 | 5.09 |
MO Altria Group, Inc. | 68 | 1.12 | 1.53 | 1.22 | 1.20 | 3.11 |
JEPIX JPMorgan Equity Premium Income Fund Class I | 16 | 0.52 | 0.84 | 1.13 | 0.69 | 3.13 |
Loading graphics...
Dividends
Dividend yield
AA WHOLE WITH SUBS provided a 3.99% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.99% | 4.13% | 4.34% | 4.12% | 4.22% | 3.47% | 3.71% | 3.39% | 3.56% | 2.77% | 3.01% | 2.89% |
| Portfolio components: | ||||||||||||
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
MBB iShares MBS Bond ETF | 4.22% | 4.21% | 3.94% | 3.40% | 2.31% | 1.05% | 2.10% | 2.77% | 2.64% | 2.23% | 2.58% | 2.66% |
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 3.59% | 3.88% | 4.53% | 4.38% | 5.41% | 4.76% | 3.93% | 4.20% | 3.55% | 3.38% | 9.53% | 1.87% |
SCHI Schwab 5-10 Year Corporate Bond ETF | 5.04% | 4.99% | 5.11% | 4.27% | 3.10% | 1.93% | 2.31% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% |
VWELX Vanguard Wellington Fund Investor Shares | 11.86% | 11.46% | 10.76% | 6.01% | 8.19% | 8.64% | 7.77% | 4.67% | 9.49% | 5.82% | 4.44% | 7.03% |
AAPL Apple Inc | 0.41% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
XOM Exxon Mobil Corporation | 2.51% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.89% | 3.85% | 3.77% | 3.16% | 2.02% | 1.00% | 1.62% | 2.31% | 2.11% | 1.65% | 1.45% | 1.56% |
MO Altria Group, Inc. | 6.39% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.53% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the AA WHOLE WITH SUBS. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the AA WHOLE WITH SUBS was 8.95%, occurring on Apr 8, 2025. Recovery took 26 trading sessions.
The current AA WHOLE WITH SUBS drawdown is 2.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.95% | Mar 10, 2025 | 22 | Apr 8, 2025 | 26 | May 15, 2025 | 48 |
| -7.15% | Jul 27, 2023 | 66 | Oct 27, 2023 | 24 | Dec 1, 2023 | 90 |
| -4.77% | Mar 3, 2026 | 14 | Mar 20, 2026 | — | — | — |
| -4.31% | Dec 2, 2024 | 14 | Dec 19, 2024 | 34 | Feb 11, 2025 | 48 |
| -3.62% | Apr 1, 2024 | 12 | Apr 16, 2024 | 17 | May 9, 2024 | 29 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 90 assets, with an effective number of assets of 46.10, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.