AAVM Performance — Alpha Architect Value Momentum Trend ETF
Data updated: 2026-08-26
AAVM returned +14.09% year to date and +26.38% over one year to Jun 2026. Annualised returns are +17.40% over 3 years and +6.54% over 5 years. The fund beat its US Multi-Cap Value category average: $100 invested three years ago grew to $162, against $142 for the category, and to $126 over one year, against $112. Volatility over the past three years was 14.32% a year. In the 12 months to Jun 2026 the fund took in a net $1.6M, and assets reached $25.28M.
AAVM Growth of $100
What $100 invested in Alpha Architect Value Momentum Trend ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Value category average over the same months.
| Period | AAVM | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $126 | $112 |
| 3 years (Jul 2023 – Jun 2026) | $162 | $142 |
| 5 years (Jul 2021 – Jun 2026) | $137 | $143 |
| Since data start (Jan 2020 – Jun 2026) | $152 | $176 |
AAVM Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +14.09% |
| 1 year | +26.38% |
| 3 years (annualised) | +17.40% |
| 5 years (annualised) | +6.54% |
AAVM Annual Returns
Calendar-year total returns of Alpha Architect Value Momentum Trend ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +14.09% |
| 2025 | +18.42% |
| 2024 | +12.10% |
| 2023 | −0.31% |
| 2022 | −7.26% |
| 2021 | +3.73% |
| 2020 | +4.65% |
AAVM Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +6.6% | +7.7% | −7.5% | +7.7% | +3.1% | −3.2% | — | — | — | — | — | — |
| 2025 | +1.8% | −3.2% | −2.1% | +1.1% | +5.5% | +3.9% | −1.7% | +4.0% | +3.5% | +0.5% | +2.1% | +2.0% |
| 2024 | +2.0% | +3.8% | +4.7% | −5.1% | +5.0% | −3.5% | +3.3% | +1.4% | +2.3% | −2.6% | +6.7% | −5.5% |
| 2023 | −0.5% | −0.5% | −3.7% | −2.8% | −4.7% | +5.7% | +3.4% | −2.0% | −2.2% | −4.6% | +6.9% | +5.8% |
| 2022 | −6.6% | +1.2% | +1.9% | −3.9% | +1.8% | −5.6% | +1.2% | +3.5% | −0.1% | +5.0% | −2.7% | −2.4% |
| 2021 | +3.9% | −1.0% | +1.0% | +2.6% | −0.4% | −0.3% | +0.3% | +1.7% | −5.0% | +3.7% | −3.6% | +1.3% |
| 2020 | −1.9% | −8.9% | −6.9% | +3.6% | +3.5% | +0.5% | +3.4% | +3.5% | 0.0% | −2.2% | +5.5% | +5.7% |
AAVM Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 14.32%
- 3-year Sharpe ratio: 0.90 (vs 4.5% risk-free rate)
- Best month: +7.74% (Feb 2026)
- Worst month: −7.52% (Mar 2026)
AAVM Fund Flows
Monthly money in and out of Alpha Architect Value Momentum Trend ETF, from SEC Form N-PORT.
- 12-month net flow: $1.6M
- 12-month gross sales (incl. reinvestments): $5.4M
- Sales ÷ redemptions: 1.42×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $1.7M | $0 | $1.7M |
| Apr 2026 | $1.3M | $0 | $1.3M |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $979K | $1.0M | −$36K |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $0 | $294K | −$294K |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $1.1M | −$1.1M |
| Sep 2025 | $1.4M | $554K | $868K |
| Aug 2025 | $0 | $272K | −$272K |
| Jul 2025 | $0 | $538K | −$538K |
AAVM Assets Under Management
Net assets of Alpha Architect Value Momentum Trend ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $25.28M |
| 2026-03-31 | $20.70M |
| 2025-12-31 | $19.50M |
| 2025-09-30 | $20.44M |
| 2025-06-30 | $19.32M |
| 2025-03-31 | $18.66M |
| 2024-12-31 | $21.13M |
| 2024-09-30 | $21.79M |
| 2024-06-28 | $26.53M |
| 2024-03-28 | $27.86M |
| 2023-12-29 | $30.26M |
| 2023-09-29 | $35.07M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.