This project contains code used to analyze financial data.
This will show you a demo of S&P 500 performance, comparing arithmetic mean and geometric mean, and then compare it to an IUL.
The output of the latest version is shown below:
S&P 500 performance = [Performance[year=1951, performance=16.3], Performance[year=1952, performance=11.8], Performance[year=1953, performance=-6.6], Performance[year=1954, performance=26.4], Performance[year=1955, performance=26.4], Performance[year=1956, performance=2.6], Performance[year=1957, performance=-14.3], Performance[year=1958, performance=38.1], Performance[year=1959, performance=8.5], Performance[year=1960, performance=-3.0], Performance[year=1961, performance=23.1], Performance[year=1962, performance=-11.8], Performance[year=1963, performance=18.9], Performance[year=1964, performance=13.0], Performance[year=1965, performance=9.1], Performance[year=1966, performance=-13.1], Performance[year=1967, performance=20.1], Performance[year=1968, performance=7.7], Performance[year=1969, performance=-11.4], Performance[year=1970, performance=0.1], Performance[year=1971, performance=10.8], Performance[year=1972, performance=15.6], Performance[year=1973, performance=-17.4], Performance[year=1974, performance=-29.7], Performance[year=1975, performance=31.5], Performance[year=1976, performance=19.1], Performance[year=1977, performance=-11.5], Performance[year=1978, performance=1.1], Performance[year=1979, performance=12.3], Performance[year=1980, performance=25.8], Performance[year=1981, performance=-9.7], Performance[year=1982, performance=14.8], Performance[year=1983, performance=17.3], Performance[year=1984, performance=1.4], Performance[year=1985, performance=26.3], Performance[year=1986, performance=14.6], Performance[year=1987, performance=2.0], Performance[year=1988, performance=12.4], Performance[year=1989, performance=27.3], Performance[year=1990, performance=-6.6], Performance[year=1991, performance=26.3], Performance[year=1992, performance=4.5], Performance[year=1993, performance=7.1], Performance[year=1994, performance=-1.5], Performance[year=1995, performance=34.1], Performance[year=1996, performance=20.3], Performance[year=1997, performance=31.0], Performance[year=1998, performance=26.7], Performance[year=1999, performance=19.5], Performance[year=2000, performance=-10.1], Performance[year=2001, performance=-13.0], Performance[year=2002, performance=-23.4], Performance[year=2003, performance=26.4], Performance[year=2004, performance=9.0], Performance[year=2005, performance=3.0], Performance[year=2006, performance=13.6], Performance[year=2007, performance=3.5], Performance[year=2008, performance=-38.5], Performance[year=2009, performance=23.5], Performance[year=2010, performance=12.8], Performance[year=2011, performance=0.0], Performance[year=2012, performance=13.41], Performance[year=2013, performance=29.6], Performance[year=2014, performance=11.39], Performance[year=2015, performance=-0.73], Performance[year=2016, performance=9.54], Performance[year=2017, performance=19.42], Performance[year=2018, performance=-6.24], Performance[year=2019, performance=28.88], Performance[year=2020, performance=16.26], Performance[year=2021, performance=26.89], Performance[year=2022, performance=-19.44]]
S&P 500 Arithmetic mean (1951 to 2022) = 8.7%
S&P 500 Geometric mean (CAGR) (1951 to 2022) = 7.3%
S&P 500 Actual total growth factor = 164.2x
IUL performance = [Performance[year=1951, performance=16.0], Performance[year=1952, performance=11.8], Performance[year=1953, performance=0.0], Performance[year=1954, performance=16.0], Performance[year=1955, performance=16.0], Performance[year=1956, performance=2.6], Performance[year=1957, performance=0.0], Performance[year=1958, performance=16.0], Performance[year=1959, performance=8.5], Performance[year=1960, performance=0.0], Performance[year=1961, performance=16.0], Performance[year=1962, performance=0.0], Performance[year=1963, performance=16.0], Performance[year=1964, performance=13.0], Performance[year=1965, performance=9.1], Performance[year=1966, performance=0.0], Performance[year=1967, performance=16.0], Performance[year=1968, performance=7.7], Performance[year=1969, performance=0.0], Performance[year=1970, performance=0.1], Performance[year=1971, performance=10.8], Performance[year=1972, performance=15.6], Performance[year=1973, performance=0.0], Performance[year=1974, performance=0.0], Performance[year=1975, performance=16.0], Performance[year=1976, performance=16.0], Performance[year=1977, performance=0.0], Performance[year=1978, performance=1.1], Performance[year=1979, performance=12.3], Performance[year=1980, performance=16.0], Performance[year=1981, performance=0.0], Performance[year=1982, performance=14.8], Performance[year=1983, performance=16.0], Performance[year=1984, performance=1.4], Performance[year=1985, performance=16.0], Performance[year=1986, performance=14.6], Performance[year=1987, performance=2.0], Performance[year=1988, performance=12.4], Performance[year=1989, performance=16.0], Performance[year=1990, performance=0.0], Performance[year=1991, performance=16.0], Performance[year=1992, performance=4.5], Performance[year=1993, performance=7.1], Performance[year=1994, performance=0.0], Performance[year=1995, performance=16.0], Performance[year=1996, performance=16.0], Performance[year=1997, performance=16.0], Performance[year=1998, performance=16.0], Performance[year=1999, performance=16.0], Performance[year=2000, performance=0.0], Performance[year=2001, performance=0.0], Performance[year=2002, performance=0.0], Performance[year=2003, performance=16.0], Performance[year=2004, performance=9.0], Performance[year=2005, performance=3.0], Performance[year=2006, performance=13.6], Performance[year=2007, performance=3.5], Performance[year=2008, performance=0.0], Performance[year=2009, performance=16.0], Performance[year=2010, performance=12.8], Performance[year=2011, performance=0.0], Performance[year=2012, performance=13.41], Performance[year=2013, performance=16.0], Performance[year=2014, performance=11.39], Performance[year=2015, performance=0.0], Performance[year=2016, performance=9.54], Performance[year=2017, performance=16.0], Performance[year=2018, performance=0.0], Performance[year=2019, performance=16.0], Performance[year=2020, performance=16.0], Performance[year=2021, performance=16.0], Performance[year=2022, performance=0.0]]
IUL arithmetic performance (1951 to 2022) = 8.9%
IUL geometric performance (1951 to 2022) = 8.7%
Actual IUL total growth factor (1951 to 2022) = 402.3x
A geometric growth difference of 1.3% (8.7% over 7.3%) means that...
IUL beats S&P 500 by a factor of: 2.5x
This is where every 10, 15, 20, etc. year interval in all the data is evaluated and then averaged together.
The min and max performance of each interval is displayed, and the 1st stddev is shown. There is a 68%
that actual performance is within 1 stddev of the average.
10-year stats
=========================
S&P 500 stats: Avg geom mean = 7.2% (-3.0%..16.1%) 68% chance between 2.5% and 11.8%
Windows displayed are (first year, last year, arithmetic mean, geom mean, and the original data)
Min window is Series[firstYear=1999, lastYear=2008, aMean=-1.0, gMean=-3.03655852778808, sublist=[Performance[year=1999, performance=19.5], Performance[year=2000, performance=-10.1], Performance[year=2001, performance=-13.0], Performance[year=2002, performance=-23.4], Performance[year=2003, performance=26.4], Performance[year=2004, performance=9.0], Performance[year=2005, performance=3.0], Performance[year=2006, performance=13.6], Performance[year=2007, performance=3.5], Performance[year=2008, performance=-38.5]]]
Max window is Series[firstYear=1989, lastYear=1998, aMean=16.919999999999998, gMean=16.05565146835952, sublist=[Performance[year=1989, performance=27.3], Performance[year=1990, performance=-6.6], Performance[year=1991, performance=26.3], Performance[year=1992, performance=4.5], Performance[year=1993, performance=7.1], Performance[year=1994, performance=-1.5], Performance[year=1995, performance=34.1], Performance[year=1996, performance=20.3], Performance[year=1997, performance=31.0], Performance[year=1998, performance=26.7]]]
IUL stats: Avg geom mean = 8.5% (5.7%..11.3%) 68% chance between 7.2% and 9.8%
Windows displayed are (first year, last year, arithmetic mean, geom mean, and the original data)
Min window is Series[firstYear=1969, lastYear=1978, aMean=5.96, gMean=5.7206636245298315, sublist=[Performance[year=1969, performance=0.0], Performance[year=1970, performance=0.1], Performance[year=1971, performance=10.8], Performance[year=1972, performance=15.6], Performance[year=1973, performance=0.0], Performance[year=1974, performance=0.0], Performance[year=1975, performance=16.0], Performance[year=1976, performance=16.0], Performance[year=1977, performance=0.0], Performance[year=1978, performance=1.1]]]
Max window is Series[firstYear=2012, lastYear=2021, aMean=11.434000000000001, gMean=11.259223275249774, sublist=[Performance[year=2012, performance=13.41], Performance[year=2013, performance=16.0], Performance[year=2014, performance=11.39], Performance[year=2015, performance=0.0], Performance[year=2016, performance=9.54], Performance[year=2017, performance=16.0], Performance[year=2018, performance=0.0], Performance[year=2019, performance=16.0], Performance[year=2020, performance=16.0], Performance[year=2021, performance=16.0]]]
15-year stats
=========================
S&P 500 stats: Avg geom mean = 6.8% (0.9%..15.6%) 68% chance between 3.3% and 10.4%
Windows displayed are (first year, last year, arithmetic mean, geom mean, and the original data)
Min window is Series[firstYear=1960, lastYear=1974, aMean=2.1333333333333333, gMean=0.9045720770387566, sublist=[Performance[year=1960, performance=-3.0], Performance[year=1961, performance=23.1], Performance[year=1962, performance=-11.8], Performance[year=1963, performance=18.9], Performance[year=1964, performance=13.0], Performance[year=1965, performance=9.1], Performance[year=1966, performance=-13.1], Performance[year=1967, performance=20.1], Performance[year=1968, performance=7.7], Performance[year=1969, performance=-11.4], Performance[year=1970, performance=0.1], Performance[year=1971, performance=10.8], Performance[year=1972, performance=15.6], Performance[year=1973, performance=-17.4], Performance[year=1974, performance=-29.7]]]
Max window is Series[firstYear=1985, lastYear=1999, aMean=16.266666666666666, gMean=15.593217663103399, sublist=[Performance[year=1985, performance=26.3], Performance[year=1986, performance=14.6], Performance[year=1987, performance=2.0], Performance[year=1988, performance=12.4], Performance[year=1989, performance=27.3], Performance[year=1990, performance=-6.6], Performance[year=1991, performance=26.3], Performance[year=1992, performance=4.5], Performance[year=1993, performance=7.1], Performance[year=1994, performance=-1.5], Performance[year=1995, performance=34.1], Performance[year=1996, performance=20.3], Performance[year=1997, performance=31.0], Performance[year=1998, performance=26.7], Performance[year=1999, performance=19.5]]]
IUL stats: Avg geom mean = 8.5% (6.7%..11.1%) 68% chance between 7.5% and 9.5%
Windows displayed are (first year, last year, arithmetic mean, geom mean, and the original data)
Min window is Series[firstYear=1960, lastYear=1974, aMean=6.953333333333332, gMean=6.732079034879823, sublist=[Performance[year=1960, performance=0.0], Performance[year=1961, performance=16.0], Performance[year=1962, performance=0.0], Performance[year=1963, performance=16.0], Performance[year=1964, performance=13.0], Performance[year=1965, performance=9.1], Performance[year=1966, performance=0.0], Performance[year=1967, performance=16.0], Performance[year=1968, performance=7.7], Performance[year=1969, performance=0.0], Performance[year=1970, performance=0.1], Performance[year=1971, performance=10.8], Performance[year=1972, performance=15.6], Performance[year=1973, performance=0.0], Performance[year=1974, performance=0.0]]]
Max window is Series[firstYear=1985, lastYear=1999, aMean=11.24, gMean=11.05583582790044, sublist=[Performance[year=1985, performance=16.0], Performance[year=1986, performance=14.6], Performance[year=1987, performance=2.0], Performance[year=1988, performance=12.4], Performance[year=1989, performance=16.0], Performance[year=1990, performance=0.0], Performance[year=1991, performance=16.0], Performance[year=1992, performance=4.5], Performance[year=1993, performance=7.1], Performance[year=1994, performance=0.0], Performance[year=1995, performance=16.0], Performance[year=1996, performance=16.0], Performance[year=1997, performance=16.0], Performance[year=1998, performance=16.0], Performance[year=1999, performance=16.0]]]
20-year stats
=========================
S&P 500 stats: Avg geom mean = 6.9% (2.7%..14.0%) 68% chance between 4.1% and 9.7%
Windows displayed are (first year, last year, arithmetic mean, geom mean, and the original data)
Min window is Series[firstYear=1962, lastYear=1981, aMean=4.025, gMean=2.7296122232188136, sublist=[Performance[year=1962, performance=-11.8], Performance[year=1963, performance=18.9], Performance[year=1964, performance=13.0], Performance[year=1965, performance=9.1], Performance[year=1966, performance=-13.1], Performance[year=1967, performance=20.1], Performance[year=1968, performance=7.7], Performance[year=1969, performance=-11.4], Performance[year=1970, performance=0.1], Performance[year=1971, performance=10.8], Performance[year=1972, performance=15.6], Performance[year=1973, performance=-17.4], Performance[year=1974, performance=-29.7], Performance[year=1975, performance=31.5], Performance[year=1976, performance=19.1], Performance[year=1977, performance=-11.5], Performance[year=1978, performance=1.1], Performance[year=1979, performance=12.3], Performance[year=1980, performance=25.8], Performance[year=1981, performance=-9.7]]]
Max window is Series[firstYear=1980, lastYear=1999, aMean=14.680000000000001, gMean=13.954525490462633, sublist=[Performance[year=1980, performance=25.8], Performance[year=1981, performance=-9.7], Performance[year=1982, performance=14.8], Performance[year=1983, performance=17.3], Performance[year=1984, performance=1.4], Performance[year=1985, performance=26.3], Performance[year=1986, performance=14.6], Performance[year=1987, performance=2.0], Performance[year=1988, performance=12.4], Performance[year=1989, performance=27.3], Performance[year=1990, performance=-6.6], Performance[year=1991, performance=26.3], Performance[year=1992, performance=4.5], Performance[year=1993, performance=7.1], Performance[year=1994, performance=-1.5], Performance[year=1995, performance=34.1], Performance[year=1996, performance=20.3], Performance[year=1997, performance=31.0], Performance[year=1998, performance=26.7], Performance[year=1999, performance=19.5]]]
IUL stats: Avg geom mean = 8.5% (7.1%..10.6%) 68% chance between 7.7% and 9.3%
Windows displayed are (first year, last year, arithmetic mean, geom mean, and the original data)
Min window is Series[firstYear=1959, lastYear=1978, aMean=7.294999999999999, gMean=7.0720383411761345, sublist=[Performance[year=1959, performance=8.5], Performance[year=1960, performance=0.0], Performance[year=1961, performance=16.0], Performance[year=1962, performance=0.0], Performance[year=1963, performance=16.0], Performance[year=1964, performance=13.0], Performance[year=1965, performance=9.1], Performance[year=1966, performance=0.0], Performance[year=1967, performance=16.0], Performance[year=1968, performance=7.7], Performance[year=1969, performance=0.0], Performance[year=1970, performance=0.1], Performance[year=1971, performance=10.8], Performance[year=1972, performance=15.6], Performance[year=1973, performance=0.0], Performance[year=1974, performance=0.0], Performance[year=1975, performance=16.0], Performance[year=1976, performance=16.0], Performance[year=1977, performance=0.0], Performance[year=1978, performance=1.1]]]
Max window is Series[firstYear=1980, lastYear=1999, aMean=10.84, gMean=10.637111785054042, sublist=[Performance[year=1980, performance=16.0], Performance[year=1981, performance=0.0], Performance[year=1982, performance=14.8], Performance[year=1983, performance=16.0], Performance[year=1984, performance=1.4], Performance[year=1985, performance=16.0], Performance[year=1986, performance=14.6], Performance[year=1987, performance=2.0], Performance[year=1988, performance=12.4], Performance[year=1989, performance=16.0], Performance[year=1990, performance=0.0], Performance[year=1991, performance=16.0], Performance[year=1992, performance=4.5], Performance[year=1993, performance=7.1], Performance[year=1994, performance=0.0], Performance[year=1995, performance=16.0], Performance[year=1996, performance=16.0], Performance[year=1997, performance=16.0], Performance[year=1998, performance=16.0], Performance[year=1999, performance=16.0]]]
25-year stats
=========================
S&P 500 stats: Avg geom mean = 7.2% (3.9%..13.0%) 68% chance between 5.1% and 9.3%
Windows displayed are (first year, last year, arithmetic mean, geom mean, and the original data)
Min window is Series[firstYear=1957, lastYear=1981, aMean=5.315999999999999, gMean=3.9398007731819895, sublist=[Performance[year=1957, performance=-14.3], Performance[year=1958, performance=38.1], Performance[year=1959, performance=8.5], Performance[year=1960, performance=-3.0], Performance[year=1961, performance=23.1], Performance[year=1962, performance=-11.8], Performance[year=1963, performance=18.9], Performance[year=1964, performance=13.0], Performance[year=1965, performance=9.1], Performance[year=1966, performance=-13.1], Performance[year=1967, performance=20.1], Performance[year=1968, performance=7.7], Performance[year=1969, performance=-11.4], Performance[year=1970, performance=0.1], Performance[year=1971, performance=10.8], Performance[year=1972, performance=15.6], Performance[year=1973, performance=-17.4], Performance[year=1974, performance=-29.7], Performance[year=1975, performance=31.5], Performance[year=1976, performance=19.1], Performance[year=1977, performance=-11.5], Performance[year=1978, performance=1.1], Performance[year=1979, performance=12.3], Performance[year=1980, performance=25.8], Performance[year=1981, performance=-9.7]]]
Max window is Series[firstYear=1975, lastYear=1999, aMean=13.844000000000001, gMean=13.04769964490491, sublist=[Performance[year=1975, performance=31.5], Performance[year=1976, performance=19.1], Performance[year=1977, performance=-11.5], Performance[year=1978, performance=1.1], Performance[year=1979, performance=12.3], Performance[year=1980, performance=25.8], Performance[year=1981, performance=-9.7], Performance[year=1982, performance=14.8], Performance[year=1983, performance=17.3], Performance[year=1984, performance=1.4], Performance[year=1985, performance=26.3], Performance[year=1986, performance=14.6], Performance[year=1987, performance=2.0], Performance[year=1988, performance=12.4], Performance[year=1989, performance=27.3], Performance[year=1990, performance=-6.6], Performance[year=1991, performance=26.3], Performance[year=1992, performance=4.5], Performance[year=1993, performance=7.1], Performance[year=1994, performance=-1.5], Performance[year=1995, performance=34.1], Performance[year=1996, performance=20.3], Performance[year=1997, performance=31.0], Performance[year=1998, performance=26.7], Performance[year=1999, performance=19.5]]]
IUL stats: Avg geom mean = 8.6% (7.4%..10.3%) 68% chance between 7.9% and 9.2%
Windows displayed are (first year, last year, arithmetic mean, geom mean, and the original data)
Min window is Series[firstYear=1957, lastYear=1981, aMean=7.608, gMean=7.377351011518551, sublist=[Performance[year=1957, performance=0.0], Performance[year=1958, performance=16.0], Performance[year=1959, performance=8.5], Performance[year=1960, performance=0.0], Performance[year=1961, performance=16.0], Performance[year=1962, performance=0.0], Performance[year=1963, performance=16.0], Performance[year=1964, performance=13.0], Performance[year=1965, performance=9.1], Performance[year=1966, performance=0.0], Performance[year=1967, performance=16.0], Performance[year=1968, performance=7.7], Performance[year=1969, performance=0.0], Performance[year=1970, performance=0.1], Performance[year=1971, performance=10.8], Performance[year=1972, performance=15.6], Performance[year=1973, performance=0.0], Performance[year=1974, performance=0.0], Performance[year=1975, performance=16.0], Performance[year=1976, performance=16.0], Performance[year=1977, performance=0.0], Performance[year=1978, performance=1.1], Performance[year=1979, performance=12.3], Performance[year=1980, performance=16.0], Performance[year=1981, performance=0.0]]]
Max window is Series[firstYear=1975, lastYear=1999, aMean=10.488, gMean=10.276389712612755, sublist=[Performance[year=1975, performance=16.0], Performance[year=1976, performance=16.0], Performance[year=1977, performance=0.0], Performance[year=1978, performance=1.1], Performance[year=1979, performance=12.3], Performance[year=1980, performance=16.0], Performance[year=1981, performance=0.0], Performance[year=1982, performance=14.8], Performance[year=1983, performance=16.0], Performance[year=1984, performance=1.4], Performance[year=1985, performance=16.0], Performance[year=1986, performance=14.6], Performance[year=1987, performance=2.0], Performance[year=1988, performance=12.4], Performance[year=1989, performance=16.0], Performance[year=1990, performance=0.0], Performance[year=1991, performance=16.0], Performance[year=1992, performance=4.5], Performance[year=1993, performance=7.1], Performance[year=1994, performance=0.0], Performance[year=1995, performance=16.0], Performance[year=1996, performance=16.0], Performance[year=1997, performance=16.0], Performance[year=1998, performance=16.0], Performance[year=1999, performance=16.0]]]
30-year stats
=========================
S&P 500 stats: Avg geom mean = 7.4% (5.1%..10.1%) 68% chance between 6.1% and 8.8%
Windows displayed are (first year, last year, arithmetic mean, geom mean, and the original data)
Min window is Series[firstYear=1952, lastYear=1981, aMean=6.45, gMean=5.139499749040755, sublist=[Performance[year=1952, performance=11.8], Performance[year=1953, performance=-6.6], Performance[year=1954, performance=26.4], Performance[year=1955, performance=26.4], Performance[year=1956, performance=2.6], Performance[year=1957, performance=-14.3], Performance[year=1958, performance=38.1], Performance[year=1959, performance=8.5], Performance[year=1960, performance=-3.0], Performance[year=1961, performance=23.1], Performance[year=1962, performance=-11.8], Performance[year=1963, performance=18.9], Performance[year=1964, performance=13.0], Performance[year=1965, performance=9.1], Performance[year=1966, performance=-13.1], Performance[year=1967, performance=20.1], Performance[year=1968, performance=7.7], Performance[year=1969, performance=-11.4], Performance[year=1970, performance=0.1], Performance[year=1971, performance=10.8], Performance[year=1972, performance=15.6], Performance[year=1973, performance=-17.4], Performance[year=1974, performance=-29.7], Performance[year=1975, performance=31.5], Performance[year=1976, performance=19.1], Performance[year=1977, performance=-11.5], Performance[year=1978, performance=1.1], Performance[year=1979, performance=12.3], Performance[year=1980, performance=25.8], Performance[year=1981, performance=-9.7]]]
Max window is Series[firstYear=1975, lastYear=2004, aMean=11.166666666666666, gMean=10.054418675228272, sublist=[Performance[year=1975, performance=31.5], Performance[year=1976, performance=19.1], Performance[year=1977, performance=-11.5], Performance[year=1978, performance=1.1], Performance[year=1979, performance=12.3], Performance[year=1980, performance=25.8], Performance[year=1981, performance=-9.7], Performance[year=1982, performance=14.8], Performance[year=1983, performance=17.3], Performance[year=1984, performance=1.4], Performance[year=1985, performance=26.3], Performance[year=1986, performance=14.6], Performance[year=1987, performance=2.0], Performance[year=1988, performance=12.4], Performance[year=1989, performance=27.3], Performance[year=1990, performance=-6.6], Performance[year=1991, performance=26.3], Performance[year=1992, performance=4.5], Performance[year=1993, performance=7.1], Performance[year=1994, performance=-1.5], Performance[year=1995, performance=34.1], Performance[year=1996, performance=20.3], Performance[year=1997, performance=31.0], Performance[year=1998, performance=26.7], Performance[year=1999, performance=19.5], Performance[year=2000, performance=-10.1], Performance[year=2001, performance=-13.0], Performance[year=2002, performance=-23.4], Performance[year=2003, performance=26.4], Performance[year=2004, performance=9.0]]]
IUL stats: Avg geom mean = 8.6% (7.7%..9.4%) 68% chance between 8.2% and 9.1%
Windows displayed are (first year, last year, arithmetic mean, geom mean, and the original data)
Min window is Series[firstYear=1952, lastYear=1981, aMean=7.886666666666667, gMean=7.657446882880725, sublist=[Performance[year=1952, performance=11.8], Performance[year=1953, performance=0.0], Performance[year=1954, performance=16.0], Performance[year=1955, performance=16.0], Performance[year=1956, performance=2.6], Performance[year=1957, performance=0.0], Performance[year=1958, performance=16.0], Performance[year=1959, performance=8.5], Performance[year=1960, performance=0.0], Performance[year=1961, performance=16.0], Performance[year=1962, performance=0.0], Performance[year=1963, performance=16.0], Performance[year=1964, performance=13.0], Performance[year=1965, performance=9.1], Performance[year=1966, performance=0.0], Performance[year=1967, performance=16.0], Performance[year=1968, performance=7.7], Performance[year=1969, performance=0.0], Performance[year=1970, performance=0.1], Performance[year=1971, performance=10.8], Performance[year=1972, performance=15.6], Performance[year=1973, performance=0.0], Performance[year=1974, performance=0.0], Performance[year=1975, performance=16.0], Performance[year=1976, performance=16.0], Performance[year=1977, performance=0.0], Performance[year=1978, performance=1.1], Performance[year=1979, performance=12.3], Performance[year=1980, performance=16.0], Performance[year=1981, performance=0.0]]]
Max window is Series[firstYear=1970, lastYear=1999, aMean=9.623333333333335, gMean=9.395595984288295, sublist=[Performance[year=1970, performance=0.1], Performance[year=1971, performance=10.8], Performance[year=1972, performance=15.6], Performance[year=1973, performance=0.0], Performance[year=1974, performance=0.0], Performance[year=1975, performance=16.0], Performance[year=1976, performance=16.0], Performance[year=1977, performance=0.0], Performance[year=1978, performance=1.1], Performance[year=1979, performance=12.3], Performance[year=1980, performance=16.0], Performance[year=1981, performance=0.0], Performance[year=1982, performance=14.8], Performance[year=1983, performance=16.0], Performance[year=1984, performance=1.4], Performance[year=1985, performance=16.0], Performance[year=1986, performance=14.6], Performance[year=1987, performance=2.0], Performance[year=1988, performance=12.4], Performance[year=1989, performance=16.0], Performance[year=1990, performance=0.0], Performance[year=1991, performance=16.0], Performance[year=1992, performance=4.5], Performance[year=1993, performance=7.1], Performance[year=1994, performance=0.0], Performance[year=1995, performance=16.0], Performance[year=1996, performance=16.0], Performance[year=1997, performance=16.0], Performance[year=1998, performance=16.0], Performance[year=1999, performance=16.0]]]