Factor: factor_var

Return: aret_01

Port1

Port2

Port3

Port4

Port5

Port6

Port7

Port8

Port9

Port10

High-Low

excess_ret

−0.0021

−0.0006

0.0011

0.0009

−0.0001

0.0013

0.0010

0.0012

−0.0003

−0.0022

−0.0035

t-stats

−0.9922

−0.3912

1.1446

1.3357

−0.1739

1.7342

1.2405

1.0245

−0.2364

−1.0455

−0.0081

ff3-alpha

0.0005

0.0012

0.0019

0.0013

0

0.0006

0.0001

0.0001

−0.0016

−0.0042

−0.0047

t-stats

0.3552

1.0693

2.3278

1.9072

0.0135

0.9431

0.2248

0.1264

−1.5211

−2.4531

−1.7611