ALLW
SSGA Active Trust State Street Bridgewater All Weather ETF
stock NASDAQ ETF

Your 6 slice portfolio is not similar to ALLW. ALLW is actively managed and doesn't exactly have a fixed allocation. It is leveraged about 180% and holds far more commodities and bonds than your allocation. Historically, its outperformance came from bonds doing well, especially long bonds, and financing being cheap but also from other pieces like gold holding up. The long duration was what made the fund perform. The utility allocation doesn't have to do with ALLW.

It’s interesting that ALLW didn’t do great this last year. At least it seems that way in figure 2.
I guess the leverage using futures accentuated some aspect of the portfolio that didn’t do well.
https://www.ssga.com/library-content/products/fund-docs/etfs/us/insights-investment-ideas/allw-highlight.pdf

Your 6 slice portfolio is not similar to ALLW. ALLW is actively managed and doesn't exactly have a fixed allocation. It is leveraged about 180% and holds far more commodities and bonds than your allocation. Historically, its outperformance came from bonds doing well, especially long bonds, and financing being cheap but also from other pieces like gold holding up. The long duration was what made the fund perform. The utility allocation doesn't have to do with ALLW.

It’s interesting that ALLW didn’t do great this last year. At least it seems that way in figure 2.
I guess the leverage using futures accentuated some aspect of the portfolio that didn’t do well.
https://www.ssga.com/library-content/products/fund-docs/etfs/us/insights-investment-ideas/allw-highlight.pdf