Factor: factor_es

Return: aret_01

Port1

Port2

Port3

Port4

Port5

Port6

Port7

Port8

Port9

Port10

High-Low

excess_ret

−0.0015

−0.0005

0.0002

0.0011

0.0009

0.0003

0.0011

0.0013

−0.0002

−0.0027

−0.0012

t-stats

−0.6428

−0.3311

0.2244

1.7537

1.2316

0.4590

1.1726

0.9846

−0.1472

−1.4220

−0.3071

ff3-alpha

0.0014

0.0015

0.0012

0.0011

0.0009

−0.001

0.0002

0

−0.0014

−0.0049

−0.0063

t-stats

0.8070

1.2891

1.4911

1.6416

1.2016

−0.1958

0.3072

0.0328

−1.1812

−3.0996

−2.3490