JPGL

Date Range: 201908 to 202510

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0008	0.9482	0.1430	0.2553	0.3252	0.1429	0.0826
t	-0.7200	36.5167	2.1535	3.7412	3.8273	1.5214	1.8882
Pr(>\|t\|)	0.2369	0.0000	0.0173	0.0002	0.0001	0.0662	0.0315
R^2	0.9638

AVWS

Date Range: 202411 to 202510

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0064	1.3775	0.6681	0.4645	-0.1395	0.1527	-0.0286
t	-0.8906	4.7230	1.6326	1.1040	-0.1845	0.2417	-0.0542
Pr(>\|t\|)	0.1961	0.0003	0.0654	0.1466	0.4285	0.4067	0.4789
R^2	0.9053

Date Range: 201503 to 202510

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0008	1.0564	0.7524	0.3873	0.0877	0.0116	-0.0768
t	1.1010	62.8596	25.6255	14.7330	2.4782	0.3031	-3.7467
Pr(>\|t\|)	0.1365	0.0000	0.0000	0.0000	0.0073	0.3811	0.0001
R^2	0.9869

Date Range: 201503 to 202510

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0014	1.0873	0.7113	0.3541	0.0536	-0.1168	-0.1401
t	1.4770	46.0024	13.2043	5.5635	0.6287	-1.2243	-3.7476
Pr(>\|t\|)	0.0711	0.0000	0.0000	0.0000	0.2653	0.1116	0.0001
R^2	0.9751

Date Range: 201410 to 202510

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0010	0.9791	0.1030	0.2877	-0.0104	0.2513	-0.1429
t	1.0110	35.8677	1.5573	3.8585	-0.1135	2.4777	-3.2696
Pr(>\|t\|)	0.1569	0.0000	0.0609	0.0001	0.4549	0.0072	0.0007
R^2	0.9402

Date Range: 201410 to 202510

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0005	1.0322	-0.2407	0.0818	-0.0765	-0.1936	0.4531
t	0.5178	36.8227	-3.5437	1.0687	-0.8131	-1.8586	10.0949
Pr(>\|t\|)	0.3027	0.0000	0.0003	0.1436	0.2088	0.0327	0.0000
R^2	0.9320

Date Range: 201502 to 202510

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0003	0.9637	-0.1619	-0.0035	-0.0947	-0.2164	0.4295
t	0.2608	37.7069	-2.7771	-0.0512	-1.0351	-2.0965	10.6684
Pr(>\|t\|)	0.3973	0.0000	0.0032	0.4796	0.1513	0.0190	0.0000
R^2	0.9410

Date Range: 201711 to 202510

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0013	0.8742	-0.0280	0.2064	0.3940	0.2149	-0.0635
t	-0.9598	30.5726	-0.3543	3.0679	3.9289	2.3541	-1.2425
Pr(>\|t\|)	0.1698	0.0000	0.3620	0.0014	0.0001	0.0103	0.1086
R^2	0.9342

Date Range: 201412 to 202510

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0007	1.0164	0.5612	0.2106	0.2375	0.0385	-0.0563
t	0.5518	35.1114	7.2178	3.1076	2.3701	0.4052	-1.0998
Pr(>\|t\|)	0.2910	0.0000	0.0000	0.0012	0.0096	0.3430	0.1367
R^2	0.9326