Port1

Port2

Port3

Port4

Port5

Port6

Port7

Port8

Port9

Port10

High-Low

excess-rturn

−0.000

0.0004

0.0008

0.0009

0.0007

0.0017

0.0003

−0.0001

−0.0008

−0.0038

−0.0037

t-stats

−0.0587

0.3676

0.9681

1.1385

0.9753

2.4432

0.4075

−0.0685

−0.6275

−1.7581

−1.1433

ff3-alpha

−0.0004

0.0002

0.0004

0.0004

0.0004

0.0012

0

0

−0.0001

−0.002

−0.0015

t-stats

−0.2929

0.1898

0.4637

0.5332

0.6589

1.8835

0.0111

0.0101

−0.1209

−1.1274

−0.5453