Factor: factor_anchor

Return: aret_01

Port1

Port2

Port3

Port4

Port5

Port6

Port7

Port8

Port9

Port10

High-Low

excess_ret

0.0046

0.0025

0.0013

0.0007

−0.0004

−0.0006

−0.0008

−0.0005

−0.0022

−0.0047

−0.0093

t-stats

1.6154

1.4354

1.0461

0.6170

−0.5322

−0.9910

−0.8012

−0.3493

−1.1240

−1.5309

−1.6520

ff3-alpha

0.0032

0.0014

0.0004

−0.0001

−0.0008

−0.0009

−0.0006

0.0004

−0.0010

−0.0020

−0.0052

t-stats

1.1226

0.8213

0.3847

−0.0765

−1.3301

−1.3509

−0.6730

0.3219

−0.5369

−0.7423

−0.9762