3D Efficient Frontier

I realized I probably got a little ahead of myself in a previous post .  Kicking out a 3D scatter-mass for 5 asset classes in return-deviation-diversification space is a bit much.  I went back and looked at just bonds and stocks (aggregate bond or AGG, and US large cap in SPY form) over 34 months in 2014-2016 to create a standard efficient frontier for two asset classes.  The allocation ranges from 100% AGG to 100% SPY.  This is similar to what you see in  most finance textbooks.  Allocating between the two adds efficiency in return and standard deviation which can be seen in how the curve bends up and left as one adds stocks to a 100% bond portfolio.  Nothing new here, I just added a third dimension that gives some depth to the allocation dimension.  The start of the GIF is what it looks like in 2D. There is not much to say here, just showing what it looks like...