Equity Risk Premium

As of Nov 3, 2026 · Releases: Monthly (Shiller CAPE + 10-year Treasury yield, same-day from Treasury.gov; chart extended daily from S&P 500) · Source: Shiller CAPE dataset + 10-Year Treasury Constant Maturity + U.S. Treasury daily par yield curve

Last data pull…

Very High

-2.46%

Current Value

-2.46%

Long-run Median

-0.39%

Deviation

+1.18σ

Percentile

89%

Excess CAPE YieldLong-run MedianVery LowLowHighVery HighRecession