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Mkt-RF SMB HML RF RAAPL

200501 -2.76 -1.52 1.96 0.16 0.077040535


200502 1.89 -0.5 1.65 0.16 0.06696284
200503 -1.97 -1.41 1.57 0.21 -0.03203569
200504 -2.61 -4 -0.35 0.21 -0.06279786
200505 3.65 2.87 -0.81 0.24 0.042420556
200506 0.57 2.59 2.65 0.23 -0.03348047
200507 3.92 2.93 -0.51 0.24 0.063953416
200508 -1.22 -0.92 1.27 0.3 0.041161063
200509 0.49 -0.58 0.77 0.29 0.058165548
200510 -2.02 -1.21 0.23 0.27 0.031101338
200511 3.61 0.91 -1.18 0.31 0.071010589
200512 -0.25 -0.46 0.44 0.32 0.025310709
200601 3.04 5.42 1.12 0.35 0.021336034
200602 -0.3 -0.38 -0.25 0.34 -0.04237726
200603 1.46 3.55 0.61 0.37 -0.03822114
200604 0.73 -1.34 2.59 0.36 0.050104979
200605 -3.57 -3.04 2.55 0.43 -0.07102786
200606 -0.35 -0.35 0.87 0.4 -0.01855598
200607 -0.78 -4.08 2.94 0.4 0.074326225
200608 2.03 0.9 -1.72 0.42 -0.00070359
200609 1.84 -1.37 0.05 0.41 0.054828012
200610 3.23 1.73 -0.04 0.41 0.022535885
200611 1.71 0.86 0.07 0.42 0.053266188
200612 0.87 -1.1 3.16 0.4 -0.03357918
200701 1.4 0.1 -0.11 0.44 0.004531996
200702 -1.96 1.32 -0.09 0.38 -0.00571107
200703 0.68 -0.06 -0.22 0.43 0.040640765
200704 3.49 -2.06 -1.15 0.44 0.031068008
200705 3.24 0.03 -0.05 0.41 0.084336418
200706 -1.96 0.77 -1.13 0.4 0.003035344
200707 -3.73 -2.51 -3.34 0.4 0.033281369
200708 0.92 -0.13 -2.24 0.42 0.021603493
200709 3.22 -2.29 -1.87 0.32 0.044636376
200710 1.8 0.22 -2.59 0.32 0.092615846
200711 -4.83 -2.63 -1.18 0.34 -0.01804317
200712 -0.87 0.2 -0.52 0.27 0.036244576
200801 -6.36 -0.89 3.65 0.21 -0.16535033
200802 -3.09 -0.23 -0.95 0.13 -0.03451087
200803 -0.93 0.94 -0.15 0.17 0.059872429
200804 4.6 -1.64 -0.96 0.18 0.083572606
200805 1.86 3.21 -1.38 0.18 0.035462268
200806 -8.44 1.27 -2.43 0.17 -0.05202749
200807 -0.77 2.47 5.81 0.15 -0.02259866
200808 1.53 3.61 1.56 0.13 0.027985825
200809 -9.24 -1.13 6.33 0.15 -0.17363886
200810 -17.23 -2.33 -2.89 0.08 -0.02383579
200811 -7.86 -2.99 -5.94 0.03 -0.06483273
200812 1.74 3.59 -0.24 0 -0.03573553
200901 -8.12 -0.01 -11.1 0 0.023665714
200902 -10.1 0.17 -7.25 0.01 -0.0039693
200903 8.95 -0.09 3.53 0.02 0.070785422
200904 10.19 4.83 5.46 0.01 0.078098792
200905 5.21 -2.33 -0.21 0 0.0331475
200906 0.43 2.61 -2.71 0.01 0.020669871
200907 7.72 2.07 5.28 0.01 0.059623897
200908 3.33 -0.9 7.76 0.01 0.012626394
200909 4.08 2.45 0.92 0.01 0.042140717
200910 -2.59 -4.22 -4.17 0 0.007318754
200911 5.56 -2.49 -0.17 0 0.025523096
200912 2.75 6.11 0.01 0.01 0.022891952
201001 -3.36 0.38 0.31 0 -0.04028949
201002 3.4 1.2 3.16 0 0.027511193
201003 6.31 1.42 2.1 0.01 0.060119834
201004 2 4.98 2.81 0.01 0.045722343
201005 -7.89 0.05 -2.38 0.01 -0.00705984
201006 -5.56 -1.97 -4.5 0.01 -0.00914062
201007 6.93 0.16 -0.27 0.01 0.009765642
201008 -4.77 -3 -1.95 0.01 -0.02457051
201009 9.54 3.92 -3.12 0.01 0.067150976
201010 3.88 1.15 -2.59 0.01 0.02560169
201011 0.6 3.7 -0.9 0.01 0.014432211
201012 6.82 0.7 3.81 0.01 0.015640759
201101 1.99 -2.47 0.81 0.01 0.021998888
201102 3.49 1.52 1.09 0.01 0.017423518
201103 0.45 2.6 -1.55 0.01 -0.00581762
201104 2.9 -0.34 -2.51 0 0.002013963
201105 -1.27 -0.7 -2.06 0 -0.00286227
201106 -1.75 -0.18 -0.31 0 -0.01545448
201107 -2.36 -1.31 -1.23 0 0.065686105
201108 -5.99 -3.06 -2.44 0.01 -0.00632972
201109 -7.59 -3.48 -1.46 0 -0.00397944
201110 11.35 3.41 -0.17 0 0.025929639
201111 -0.28 -0.17 -0.35 0 -0.02492847
201112 0.74 -0.71 1.74 0 0.025164395
201201 5.05 2.15 -1.09 0 0.051966718
201202 4.42 -1.75 0.09 0 0.074929979
201203 3.11 -0.61 0.87 0 0.04347361
201204 -0.85 -0.52 -0.47 0 -0.01142737
201205 -6.19 0.02 -0.62 0.01 -0.00467307
201206 3.89 0.77 0.44 0 0.004687876
201207 0.79 -2.58 -0.25 0 0.019457755
201208 2.55 0.41 1.28 0.01 0.037107703
201209 2.73 0.5 1.52 0.01 0.014407786
201210 -1.76 -1.14 3.79 0.01 -0.04944043
201211 0.78 0.59 -0.96 0.01 -0.00738668
201212 1.18 1.47 3.55 0.01 -0.02726659
201301 5.57 0.39 0.92 0 -0.06757154
201302 1.29 -0.45 0 0 -0.01364653
201303 4.03 0.79 -0.26 0 0.019220054
201304 1.55 -2.44 0.59 0 0.000117711
201305 2.8 1.67 2.55 0 0.006763858
201306 -1.2 1.22 -0.19 0 -0.034211
201307 5.65 1.86 0.55 0 0.057371277
201308 -2.71 0.3 -2.78 0 0.032077626
201309 3.77 2.94 -1.18 0 0.01097893
201310 4.18 -1.49 1.15 0 0.039961848
201311 3.12 1.24 0.24 0 0.02687693
201312 2.81 -0.5 -0.3 0 0.021863672
201401 -3.32 0.87 -2.08 0 -0.04948759
201402 4.65 0.33 -0.39 0 0.021693156
201403 0.43 -1.89 5.09 0 0.027056443
201404 -0.19 -4.25 1.14 0 0.041154261
201405 2.06 -1.83 -0.26 0 0.030485495
201406 2.61 3.06 -0.74 0 0.029072825
201407 -2.04 -4.23 0.01 0 0.012301879
201408 4.24 0.37 -0.57 0 0.030265928
201409 -1.97 -3.82 -1.22 0 -0.00532386
201410 2.52 4.23 -1.69 0 0.030178709
201411 2.55 -2.06 -2.99 0 0.041867757
201412 -0.06 2.54 2.07 0 -0.03052206
201501 -3.11 -0.57 -3.47 0 0.025889008
201502 6.13 0.53 -1.77 0 0.039988587
201503 -1.12 3.05 -0.45 0 -0.01213227
201504 0.59 -2.97 1.85 0 0.002505779
201505 1.36 0.94 -1.33 0 0.017446848
201506 -1.53 2.81 -0.81 0 -0.01466596
201507 1.54 -4.15 -4.14 0 -0.01454064
201508 -6.04 0.49 2.69 0 -0.03108991
201509 -3.08 -2.64 0.53 0 -0.00823393
201510 7.75 -1.98 -0.09 0 0.034792375
201511 0.56 3.64 -0.51 0 -0.00438324
201512 -2.17 -2.81 -2.57 0.01 -0.0488663
201601 -5.77 -3.39 2.1 0.01 -0.03397205
201602 -0.07 0.78 -0.48 0.02 -0.00290973
201603 6.96 0.89 1.14 0.02 0.054355288
201604 0.92 0.67 3.25 0.01 -0.06546164
201605 1.78 -0.26 -1.8 0.01 0.027466596
201606 -0.05 0.65 -1.49 0.02 -0.01629757
201607 3.95 2.64 -1.13 0.02 0.037451522
201608 0.5 1.17 3.34 0.02 0.007805938
201609 0.25 2.01 -1.49 0.02 0.02990158
201610 -2.02 -4.36 4.16 0.02 0.001878278
201611 4.86 5.48 8.27 0.01 -0.01170801
201612 1.82 0.08 3.61 0.03 0.02256677
201701 1.94 -1.05 -2.68 0.04 0.02025619
201702 3.57 -1.99 -1.79 0.04 0.052649132
201703 0.17 1.2 -3.17 0.03 0.022525843
201704 1.09 0.73 -1.91 0.05 -3.0317E-05
201705 1.06 -2.54 -3.75 0.06 0.026704052
201706 0.78 2.15 1.32 0.06 -0.02379789
201707 1.87 -1.42 -0.28 0.07 0.013975736
201708 0.16 -1.71 -2.26 0.09 0.042445292
201709 2.51 4.53 3.02 0.09 -0.02528274
201710 2.25 -1.95 -0.08 0.09 0.040130467
201711 3.12 -0.63 0.02 0.08 0.007160078
201712 1.06 -1.27 0.11 0.09 -0.00511374
201801 5.57 -3.06 -1.41 0.11 -0.00464409
201802 -3.65 0.28 -1.2 0.11 0.026879408

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