7Twelve Portfolio
Craig Israelsen's equal-weight spread across seven asset classes for broad multi-asset diversification.
S&P 500 Backfill (estimated to 1871)1871-02-28 → 2026-06-30Estimated from 1871 to SPY's 1993 inception using the S&P 500 total-return index (Robert Shiller), minus the fund's expense ratio, then chain-linked to the real SPY fund. The dashed part of the chart is estimated - an index proxy, not the fund's real record.
%
backfill estimated before SPY's 1993 inception, from the S&P 500 total-return index (Robert Shiller).
US Total Market Backfill (estimated to 1926)1926-07-31 → 2026-06-30Estimated from 1926 to VTI's 2001 inception using the US total-market return (Ken French Data Library), minus the fund's expense ratio, then chain-linked to the real VTI fund. The dashed part of the chart is estimated - an index proxy, not the fund's real record.
%
backfill estimated before VTI's 2001 inception, from the US total-market return (Ken French Data Library).
US Small-Cap Backfill (estimated to 1926)1926-07-31 → 2026-06-30Estimated from 1926 to IWM's 2000 inception using US small-cap returns (Ken French), minus the fund's expense ratio, then chain-linked to the real IWM fund. The dashed part of the chart is estimated - an index proxy, not the fund's real record.
%
backfill estimated before IWM's 2000 inception, from US small-cap returns (Ken French).
Developed ex-US Backfill (estimated to 1990)1990-07-31 → 2026-06-30Estimated from 1990 to EFA's 2005 inception using developed ex-US market returns (Ken French), minus the fund's expense ratio, then chain-linked to the real EFA fund. The dashed part of the chart is estimated - an index proxy, not the fund's real record.
%
backfill estimated before EFA's 2005 inception, from developed ex-US market returns (Ken French).
Emerging Markets Backfill (estimated to 1989)1989-07-31 → 2026-06-30Estimated from 1989 to EEM's 2003 inception using emerging-market returns (Ken French), minus the fund's expense ratio, then chain-linked to the real EEM fund. The dashed part of the chart is estimated - an index proxy, not the fund's real record.
%
backfill estimated before EEM's 2003 inception, from emerging-market returns (Ken French).
US Real Estate Backfill (estimated to 1926)1926-07-31 → 2026-06-30Estimated from 1926 to VNQ's 2004 inception using US real-estate industry returns (Ken French), minus the fund's expense ratio, then chain-linked to the real VNQ fund. The dashed part of the chart is estimated - an index proxy, not the fund's real record.
%
backfill estimated before VNQ's 2004 inception, from US real-estate industry returns (Ken French).
Invesco DB Commodity Index Tracking Fund2006-03-31 → 2026-06-30click to change
%
US Total Bond Backfill (Treasury proxy, estimated to 1953)1953-05-31 → 2026-06-30Estimated from 1953 to BND's 2007 inception using the 5-year Treasury yield (FRED) - a Treasury proxy that excludes credit spread, minus the fund's expense ratio, then chain-linked to the real BND fund. The dashed part of the chart is estimated - an index proxy, not the fund's real record.
%
backfill estimated before BND's 2007 inception, from the 5-year Treasury yield (FRED) - a Treasury proxy that excludes credit spread.
iShares TIPS Bond ETF2004-01-31 → 2026-06-30click to change
%
Short-Term Treasury Backfill (1-3yr, estimated to 1976)1976-07-31 → 2026-06-30Estimated from 1976 to SHY's 2002 inception using the 2-year Treasury yield (FRED), modeled as a constant-maturity bond, minus the fund's expense ratio, then chain-linked to the real SHY fund. The dashed part of the chart is estimated - an index proxy, not the fund's real record.
%
backfill estimated before SHY's 2002 inception, from the 2-year Treasury yield (FRED), modeled as a constant-maturity bond.
Total 100%
Data window 7Twelve Portfolio: 2006-03-31 → 2026-06-30 · start: DBC
Dashed = estimated before the fund existed (reconstructed from its tracked index): AGGX from 1953-05-31 · EMKTX from 1989-07-31 · INTLX from 1990-07-31 · REITX from 1926-07-31 · SHYX from 1976-07-31 · SMALLX from 1926-07-31 · SP500X from 1871-02-28 · USTOTX from 1926-07-31
Portfolio growth
7Twelve Portfolio
CAGR6.03%
Max Drawdown-35.52%
Volatility10.53%
Sharpe0.46
Final balance$32,867
Total return228.67%
Drawdown
Annual returns
More statistics
| 7Twelve Portfolio | |
|---|---|
| Total Return | 228.67% |
| Sortino | 0.56 |
| Best Year | 26.50% |
| Worst Year | -23.14% |
| Positive Months | 64.34% |
| Annualized Return (mean) | 6.43% |
Correlation
| AGGX | DBC | EMKTX | INTLX | REITX | SHYX | SMALLX | SP500X | TIP | USTOTX | |
|---|---|---|---|---|---|---|---|---|---|---|
| AGGX | 1.00 | -0.08 | 0.28 | 0.31 | 0.41 | 0.68 | 0.19 | 0.25 | 0.77 | 0.25 |
| DBC | -0.08 | 1.00 | 0.54 | 0.51 | 0.29 | -0.19 | 0.42 | 0.45 | 0.21 | 0.45 |
| EMKTX | 0.28 | 0.54 | 1.00 | 0.86 | 0.61 | -0.02 | 0.70 | 0.75 | 0.37 | 0.76 |
| INTLX | 0.31 | 0.51 | 0.86 | 1.00 | 0.71 | -0.01 | 0.78 | 0.87 | 0.37 | 0.87 |
| REITX | 0.41 | 0.29 | 0.61 | 0.71 | 1.00 | 0.01 | 0.74 | 0.74 | 0.43 | 0.75 |
| SHYX | 0.68 | -0.19 | -0.02 | -0.01 | 0.01 | 1.00 | -0.15 | -0.10 | 0.51 | -0.11 |
| SMALLX | 0.19 | 0.42 | 0.70 | 0.78 | 0.74 | -0.15 | 1.00 | 0.89 | 0.25 | 0.92 |
| SP500X | 0.25 | 0.45 | 0.75 | 0.87 | 0.74 | -0.10 | 0.89 | 1.00 | 0.33 | 1.00 |
| TIP | 0.77 | 0.21 | 0.37 | 0.37 | 0.43 | 0.51 | 0.25 | 0.33 | 1.00 | 0.33 |
| USTOTX | 0.25 | 0.45 | 0.76 | 0.87 | 0.75 | -0.11 | 0.92 | 1.00 | 0.33 | 1.00 |