All the historical data presented on this blog is freely (no email) available to download here.

To download the analysis spreadsheet detailed below, simply provide an email address and get analyzing!

Screen shot of engineered portfolio excel file. For more screenshots see this .GIF file.

The spreadsheet includes:

  • Annual returns of over 50 asset classes going back to 1970 – some asset class data goes back to 1900
  • Summary page that calculates risk & performance metrics for all asset class, and 75 portfolios
    • Edit the time range
    • Add in tax implications
    • Show real or nominal returns data
  • Compare 75 portfolios, including Vanguard, WealthFront, Betterment & other popular portfolios recommended by experts to your own custom built portfolios
  • Compare asset specifications such as sector exposure, geographical exposure, dividend yield, P/E ratio etc. for asset classes and portfolios constructed on those asset classes
  • Correlation matrix that compares all asset class correlation for the selected time period
  • A compilation of “expert” predicted future returns for asset classes
  • Risk and return metrics (worst, 15% percentile, and median) for different time periods (1 year, 2, 3, 5, 10, 15, 20, and 30 years)
  • All data sources are cited and links are provided when appropriate