Alpha Architect Index Data/Information

Alpha Architect Index Data/Information

May 3, 2017 Business Updates
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(Last Updated On: May 3, 2017)

We have updated the information associated with our indexes and are making the data more easy to access.

We have the following index programs:

  • Alpha Architect Quantitative Value Indexes (Domestic and International)
  • Alpha Architect Quantitative Momentum Indexes (Domestic and International)
  • Alpha Architect Alternative Indexes (Unlevered and Levered)
  • Alpha Architect Robust Asset Allocation Indexes (Balanced, Moderate, and Aggressive)

Interested readers can access information on these indexes here.

The image below highlights where the index information is stored. We include monthly simulated returns and detailed process information.

Click the image to go to the site

Please let us know if you have any issues.

Note: This site provides NO information on our value investing ETFs or our momentum investing ETFs. Please refer to this site.

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Please remember that past performance is not an indicator of future results. Please read our full disclosures. The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. This material has been provided to you solely for information and educational purposes and does not constitute an offer or solicitation of an offer or any advice or recommendation to purchase any securities or other financial instruments and may not be construed as such. The factual information set forth herein has been obtained or derived from sources believed by the author and Alpha Architect to be reliable but it is not necessarily all-inclusive and is not guaranteed as to its accuracy and is not to be regarded as a representation or warranty, express or implied, as to the information’s accuracy or completeness, nor should the attached information serve as the basis of any investment decision. No part of this material may be reproduced in any form, or referred to in any other publication, without express written permission from Alpha Architect.

Definitions of common statistics used in our analysis are available here (towards the bottom)

About the Author

Wesley R. Gray, Ph.D.

After serving as a Captain in the United States Marine Corps, Dr. Gray earned a PhD, and worked as a finance professor at Drexel University. Dr. Gray’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management that delivers affordable active exposures for tax-sensitive investors. Dr. Gray has published four books and a number of academic articles. Wes is a regular contributor to multiple industry outlets, to include the following: Wall Street Journal, Forbes,, and the CFA Institute. Dr. Gray earned an MBA and a PhD in finance from the University of Chicago and graduated magna cum laude with a BS from The Wharton School of the University of Pennsylvania.

  • dph

    Nice to see the simulated numbers. Some huge draw owns in Summer of 08 and into 09 but rewards for those who could stomach. A system that can side step that; maybe picks up the momentum crash earlier and gets one out after 20% down or something even if one missed the first 10% back up. That’d be a winner. Too bad future doesn’t repeat (or even always rhyme).

  • aagold

    Very nice info on Quantitative Value index. Don’t know if this is the best place to have this discussion, but the biggest difference I see between systematic value investing strategies such as QVAL and typical discretionary value investing methodologies is industry/sector-specific valuation metrics. Have you guys tested using industries/sectors in your value strategy and found they don’t add value? I’ve seen a few scattered places in the literature where industries/sectors are used but it seems pretty rare. Don’t really get it because mean/median valuation multiples can vary widely for different industries.

  • we will be publishing a paper on this exact subject over summer…