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Investing - Theory, News & General • Total Portfolio Allocation and Withdrawal (TPAW)

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DATA UPDATED

CAPE earnings and historical return data have been updated with the latest data from Professor Shiller's website.
  • CAPE earnings now span the 10 years from April 2014 to March 2024.
  • Historical stock and bond returns now cover January 1871 to March 2024.
Regressions of expected return on CAPE are automatically run on the latest data. So the regression coefficients used to arrive at expected return estimates will change slightly with data updates.
Thanks, Ben. While it will vary based upon inputs, generally how much do the spending levels supported by portfolios change with these new data inputs? I would suspect only a very small percent.

Statistics: Posted by dogagility — Wed Aug 14, 2024 4:29 pm — Replies 927 — Views 249929



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