SeriesMagCorrSyncOverlapThrough
Correlation
+98%
of values
In sync
67%
of periods
History
532
days · through 2026-04-01
These move in the same direction about 67% of the time
When one swings, the other almost always swings by a closely matched amount (~96% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Mostly stable
The relationship drifts a little but stays in the same neighbourhood.
Advanced
Statistics
In sync(i)
67.2%
Headline metric
Movement correlation(i)
+98%
Based on values
95% CI
+98% → +98%
Likely range of correlation
Pipeline
Pipeline Summary
532 paired data points survived the daily window.
Raw input
532
1,288
Normalized
532
1,288
Prepared
532
1,288
Aligned
532
532
Invalid removed
Explore
R²(i)
96.3%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
532
Robust
Time-Shifted Correlation
See how correlation changes when one series is offset in time. A taller bar at a non-zero shift means the two move together better when one leads the other — that's a potential lead/lag signal.
Correlation by shift
Click a bar to inspect. Range: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+98%
No shift — both series at their actual dates.
532 overlapping points at this shift
Baseline
+98%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+98%
A non-zero peak suggests one series lines up better when shifted against the other.
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
+67%
86 periods · Return correlation when both series rose
Both Falling
+66%
107 periods · Return correlation when both series fell
Diverging
-61%
56 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
756
A: 0 / B: 756
Series A
10-Year Real Interest Rate
REAINTRATREARAT10Y
FRED · 532 raw → 532 prepared
Series B
Aaa Corporate Bond Yield
AAA
FRED · 1,288 raw → 1,288 prepared
Sign agreement
95.3%
How often both values share the same sign.
Zero crossings
41
Estimated crossover points between normalized spreads.
Slope
1.4565
Linear regression slope.
Intercept
3.0533
Linear regression intercept.
Saved 2 days ago · ID: fred-aaa_fred-reaintratrearat10y_5y
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.