See what your fund actually adds

Alpha Architect US Equity 4 ETF AAUB

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

AAUB compared with its replication portfolio
MeasureAAUBReplication
Annualized growth29.3%28.9%
Annualized volatility10.1%10.0%
Sharpe ratio2.602.60
Maximum drawdown1.8%2.2%
Replication fit (R²)0.96 · Tracking error 2.0%

Replication portfolio

The published portfolio below is the investable basket used to model AAUB’s historical return behavior.

AAUB replication basket weights
TickerBuilding blockWeight
LRGFFactor · Multi-Factor39.3%
MTUMFactor · Momentum23.7%
VUGStyle · Growth23.1%
XLFSector · Financials13.9%