JPGL

Date Range: 201908 to 202511

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0006	0.9460	0.1505	0.2707	0.3442	0.1313	0.0831
t	-0.5636	36.1399	2.2499	3.9726	4.0566	1.3886	1.8815
Pr(>\|t\|)	0.2873	0.0000	0.0137	0.0001	0.0001	0.0845	0.0319
R^2	0.9627

AVWS

Date Range: 202411 to 202511

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0058	1.4118	0.6655	0.5486	-0.0242	0.1498	0.0033
t	-0.8718	5.3028	1.7345	1.5066	-0.0358	0.2529	0.0066
Pr(>\|t\|)	0.2002	0.0001	0.0542	0.0789	0.4860	0.4023	0.4974
R^2	0.9027

Date Range: 201503 to 202511

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0008	1.0558	0.7535	0.3887	0.0894	0.0104	-0.0769
t	1.1806	62.9856	25.7223	14.8424	2.5340	0.2720	-3.7570
Pr(>\|t\|)	0.1200	0.0000	0.0000	0.0000	0.0062	0.3930	0.0001
R^2	0.9868

Date Range: 201503 to 202511

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0014	1.0873	0.7114	0.3538	0.0531	-0.1168	-0.1402
t	1.4821	46.2034	13.2731	5.6066	0.6289	-1.2297	-3.7720
Pr(>\|t\|)	0.0704	0.0000	0.0000	0.0000	0.2653	0.1105	0.0001
R^2	0.9751

Date Range: 201410 to 202511

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0011	0.9789	0.1036	0.2893	-0.0085	0.2504	-0.1428
t	1.0293	36.0117	1.5756	3.9335	-0.0943	2.4828	-3.2800
Pr(>\|t\|)	0.1526	0.0000	0.0587	0.0001	0.4625	0.0071	0.0007
R^2	0.9402

Date Range: 201410 to 202511

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0006	1.0317	-0.2380	0.0889	-0.0681	-0.1982	0.4535
t	0.5657	36.9006	-3.5183	1.1752	-0.7326	-1.9105	10.1269
Pr(>\|t\|)	0.2863	0.0000	0.0003	0.1210	0.2325	0.0291	0.0000
R^2	0.9318

Date Range: 201502 to 202511

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0003	0.9635	-0.1610	-0.0058	-0.0979	-0.2166	0.4287
t	0.2470	37.8448	-2.7746	-0.0851	-1.0785	-2.1065	10.7037
Pr(>\|t\|)	0.4026	0.0000	0.0032	0.4662	0.1414	0.0185	0.0000
R^2	0.9409

Date Range: 201711 to 202511

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0010	0.8693	-0.0323	0.2147	0.3895	0.2076	-0.0705
t	-0.7575	30.1538	-0.4034	3.1595	3.8363	2.2480	-1.3651
Pr(>\|t\|)	0.2253	0.0000	0.3438	0.0011	0.0001	0.0134	0.0877
R^2	0.9318

Date Range: 201412 to 202511

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0009	1.0125	0.5579	0.2169	0.2351	0.0333	-0.0610
t	0.6891	34.9600	7.1455	3.1923	2.3357	0.3490	-1.1882
Pr(>\|t\|)	0.2460	0.0000	0.0000	0.0009	0.0105	0.3638	0.1184
R^2	0.9314