SeriesMagCorrSyncOverlapThrough
Correlation
+32%
of values
In sync
56%
of periods
History
280
weeks · through 2026-14
These move in the same direction about 56% of the time
Their swing sizes only faintly line up (~11% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Time Series
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
10Y Breakeven Inflation moves ~12 weeks before Aaa Corporate Bond Yield
Watch 10Y Breakeven Inflation for an early read on Aaa Corporate Bond Yield.
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
55.5%
Headline metric
Movement correlation(i)
+32%
Based on values
95% CI
+22% → +43%
Likely range of correlation
Pipeline
Pipeline Summary
280 paired data points survived the weekly window.
Raw input
5,837
1,288
Normalized
5,837
1,288
Prepared
1,218
1,288
Aligned
280
280
Invalid removed
Explore
R²(i)
10.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
280
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: -12 to 12 weeks.
Selected shift
+12 weeks
Correlation at this shift
+43%
+10% stronger than no-shift baseline
Aaa Corporate Bond Yield shifted 12 weeks earlier. Reads: "Does 10Y Breakeven Inflation today line up with Aaa Corporate Bond Yield 12 weeks from now?"
268 overlapping points at this shift
Baseline
+32%
No-shift correlation, matching the main time-series chart above.
Peak shift
+12 weeks
+43%
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
+4%
71 periods · Return correlation when both series rose
Both Falling
+36%
69 periods · Return correlation when both series fell
Diverging
-65%
109 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,946
A: 938 / B: 1008
Series A
10Y Breakeven Inflation
T10YIE
FRED · 5,837 raw → 1,218 prepared
Series B
Aaa Corporate Bond Yield
AAA
FRED · 1,288 raw → 1,288 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
14
Estimated crossover points between normalized spreads.
Slope
0.8062
Linear regression slope.
Intercept
2.8083
Linear regression intercept.
Saved 2 days ago · ID: fred-aaa_fred-t10yie_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.