Side-by-side comparison

Compare investment strategies

Academic Three-Factor Model vs Global Small-Value Stocks, 100-Day SPY Treasury Switch

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (Backtest, OOS). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

13.5%

15.4%Best

21.2%

22.3%Best

22.8%

11.8%Best

0.84

1.77Best

-36.2%

-7.5%Best

Minimum investment

$100

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Each source uses its own scale

3(1-5 risk tolerance (AInvest))

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Inception

—

2025-05-05

Holdings

80%Best

60%

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

Academic Three-Factor ModelBacktestup 108.9%
S&P 500 ETFup 84.5%

No published history to chart: Global Small-Value Stocks, 100-Day SPY Treasury Switch.

What they hold

The latest holdings each source publishes. Simulated holdings come from a backtest; a stated mix is a target from the strategy's documents.

as of 2026-10-01

as of 2026-10-19

Asset mix

ETFs 100%

Top 5 holdings

IEF26.7%
SPY22.2%
LQD17.8%
SHY11.1%
XLP4.4%
of 10 positions

VTI42.0%
VEA24.0%
AVUV14.1%
VWO12.0%
AVDV8.0%

Overlap

The share of portfolio weight two strategies hold in common (strategies with published holdings).

	Academic Three-Factor Model	Global Small-Value Stocks, 100-Day SPY Treasury Switch
Academic Three-Factor Model		0%
Global Small-Value Stocks, 100-Day SPY Treasury Switch	0%

Every published figureShow 66 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

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100-day moving average, global equities, risk-on/risk-off, small-cap value tilt, tactical asset allocation, treasuries hedge, trend-following

Asset classes / instruments

equities, fixed income

equities

Investment purpose (AInvest)

long-term-wealth-accumulation

—

Section on AInvest's ETF portfolio page

Multi-Factor

—

Tags (AInvest)

balanced, factor

—

Scores

AInvest cost score (0-100)

—

AInvest diversification score (0-100)

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AInvest momentum score (0-100)

—

AInvest overall score (0-100)

—

AInvest return score (0-100)

—

AInvest risk score (0-100)

—

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

—

0.00

Beta vs SPY, out-of-sample (out-of-sample)

—

0.84

Correlation (R) vs SPY, out-of-sample (out-of-sample)

—

0.88

Trading activity

Annualized turnover, backtest period (backtest)

—

5.37

Annualized turnover, out-of-sample period (out-of-sample)

—

2.41

Daily win rate, backtest period (backtest)

—

54.17%

Daily win rate, out-of-sample period (out-of-sample)

—

56.83%

Backtest

Backtest final value (from $10,000)

—

$24k

Backtest regulatory fees

—

$66

Backtest slippage cost

—

$130

Returns

Backtest length

—

1,774

Best and worst calendar year (AInvest)

best: [object Object] · worst: [object Object]

—

Out-of-sample length

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366

Return, backtest period (annualized) (backtest)

20.75%

13.37%

Return, backtest period (cumulative) (backtest)

—

142.03%

Return, last 30 days (backtest)

1.32%

—

Return, last 365 days (backtest)

13.47%

—

Return, last 90 days (backtest)

0.29%

—

Return, out-of-sample period (annualized) (out-of-sample)

—

22.28%

Return, out-of-sample period (cumulative) (out-of-sample)

—

33.40%

Return, trailing 1 day (out-of-sample)

—

-0.70%

Return, trailing 1 month (out-of-sample)

—

-0.91%

Return, trailing 1 week (out-of-sample)

—

-1.29%

Return, trailing 1 year (backtest)

—

13.04%

Return, trailing 1 year (out-of-sample)

—

15.38%

Return, trailing 2 weeks (out-of-sample)

—

-1.92%

Return, trailing 3 months (out-of-sample)

—

1.41%

Return, whole backtest (annualized) (backtest)

21.17%

—

Return, whole backtest (cumulative) (backtest)

348.51%

—

Return, year to date (backtest)

14.38%

—

SPY annualized return over the backtest window (backtest)

—

16.04%

Risk metrics

Calmar ratio, backtest period (backtest)

—

0.69

Calmar ratio, out-of-sample period (out-of-sample)

—

2.97

Maximum drawdown period (AInvest)

peak: 2021-12 · months: 9 · trough: 2022-09

—

Maximum drawdown, backtest period (backtest)

-32.21%

-19.46%

Maximum drawdown, out-of-sample period (out-of-sample)

—

-7.51%

Maximum drawdown, whole backtest (backtest)

-36.17%

—

Sharpe ratio, backtest period (backtest)

0.79

1.02

Sharpe ratio, out-of-sample period (out-of-sample)

—

1.77

Sharpe ratio, whole backtest (backtest)

0.84

—

Sortino ratio, backtest period (backtest)

—

1.44

Sortino ratio, out-of-sample period (out-of-sample)

—

2.45

Sortino ratio, whole backtest (backtest)

1.18

—

Standard deviation, backtest period (backtest)

—

13.10%

Standard deviation, out-of-sample period (out-of-sample)

—

11.81%

Volatility, whole backtest (backtest)

22.80%

—

Quality

Community review status

—

ACTIVE

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

—

0.27

Construction

Logic complexity (node count)

—

Rebalance frequency

monthly

daily

Cost & access

Minimum investment

$100

—

Popularity

Remixes (copies)

—

Watchers

—

Risk score

Risk tolerance (AInvest)

moderate

—

Risk tolerance 1-5 (AInvest)

—

Academic Three-Factor Model

Global Small-Value Stocks, 100-Day SPY Treasury Switch

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Overlap

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Overlap

Do the holdings back the rules?

Costs, access & sources