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BOXXAlpha Architect 1-3 Month Box ETF

Get incomeStay safe3y track recordRanked #8 of 340 in this goal

Seeks investment results that equal or exceed the performance of the 1-3 month U.S. Treasury Bill market.

By Alpha Architect · Launched 2022

Annual Cost

0.19%

#957 of 5,562 · low cost

Fund Size

$12.1B

#230 of 5,562 · large

Dividend YieldGoal

0.00%

Track Record

3 years

#2,893 of 5,562 · seasoned

Performance

Total-return NAV · USD
Growth of $10,000
$10,403+4.0%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Alternative

Strategy

Option income

What it actually holds

By weight

Concentration

Top 9 holdings = 100.1% of fundconcentrated

SPY 03/20/2026 10010.01 P
94.5%
SPY 03/20/2026 10.01 C
6.9%
First American Government Obligations FundFGXXX
0.1%
SPY 03/20/2026 10.01 P
0.0%
SPY 03/20/2026 10010.01 C
0.0%
QQQ 03/31/2026 15.01 P
0.0%
QQQ 03/31/2026 10005.01 C
0.0%
QQQ 03/31/2026 15.01 C
-0.1%
QQQ 03/31/2026 10005.01 P
-1.3%

Asset allocation

Stocks
199.1%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
0.3%Low

Year-on-year price swings

Max drawdown
-0.1%Mild

Worst peak-to-trough loss

Sharpe (3Y)
2.77Strong risk-adjusted returns
Sortino (3Y)
4.68Good downside protection

Where to buy

Listing

Exchange
Cboe BZX

Full fund details

Objective
Seeks investment results that equal or exceed the performance of the 1-3 month U.S. Treasury Bill market.
Strategy
Actively managed, the Fund utilizes box spreads involving long and short options to achieve its objective. It invests primarily in options on U.S. Treasury Bills, aiming for consistent returns reflective of short-term interest rates.
Inception date
December 27, 2022
Fund family
Alpha Architect

Our take

Structural notes on how this fund behaves. Read our guide on the 6 warning signs.

Covered call
Warning

Covered call ETF — yield ≠ total return

The high distribution yield is not free income — it comes from selling upside via call options. Research finds these strategies systematically underperform their underlying index over full cycles, typically by 100–300 basis points per year depending on the option-overlay design. The monthly distributions make the shortfall hard to see in return summaries.

Source: Israelov & Ndong, 'A Devil's Bargain: When Generating Income Undermines Investment Returns' (NDVR, 2023)

Why we flagged this: strategy=option_income + option_income_strategy

Educational analysis of structural product characteristics. Not investment advice. Always read the fund prospectus and consult a qualified advisor before investing. More

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Data updated on 2026-06-19