JPGL

Date Range: 201908 to 202512

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0007	0.9459	0.1515	0.2684	0.3474	0.1314	0.0831
t	-0.6698	36.1407	2.2655	3.9419	4.0967	1.3899	1.8818
Pr(>\|t\|)	0.2525	0.0000	0.0132	0.0001	0.0001	0.0843	0.0318
R^2	0.9622

AVWS

Date Range: 202411 to 202512

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0063	1.4215	0.6798	0.5478	0.0182	0.1002	-0.0084
t	-1.0467	5.7513	1.9089	1.6107	0.0293	0.1872	-0.0183
Pr(>\|t\|)	0.1572	0.0000	0.0393	0.0656	0.4886	0.4272	0.4928
R^2	0.9010

Date Range: 201503 to 202512

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0008	1.0561	0.7539	0.3881	0.0896	0.0108	-0.0764
t	1.1521	63.2693	25.8432	14.8938	2.5496	0.2834	-3.7526
Pr(>\|t\|)	0.1257	0.0000	0.0000	0.0000	0.0060	0.3887	0.0001
R^2	0.9868

Date Range: 201503 to 202512

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0014	1.0875	0.7114	0.3553	0.0548	-0.1170	-0.1393
t	1.4859	46.5939	13.3261	5.7418	0.6585	-1.2375	-3.8177
Pr(>\|t\|)	0.0699	0.0000	0.0000	0.0000	0.2557	0.1091	0.0001
R^2	0.9752

Date Range: 201410 to 202512

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0012	0.9793	0.1025	0.2930	-0.0115	0.2501	-0.1420
t	1.1328	35.9500	1.5553	3.9785	-0.1266	2.4746	-3.2559
Pr(>\|t\|)	0.1297	0.0000	0.0611	0.0001	0.4497	0.0073	0.0007
R^2	0.9397

Date Range: 201410 to 202512

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0006	1.0319	-0.2384	0.0902	-0.0692	-0.1983	0.4538
t	0.6059	37.0233	-3.5359	1.1977	-0.7468	-1.9176	10.1663
Pr(>\|t\|)	0.2728	0.0000	0.0003	0.1166	0.2282	0.0286	0.0000
R^2	0.9317

Date Range: 201502 to 202512

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0002	0.9666	-0.1612	0.0100	-0.0802	-0.2193	0.4376
t	0.2251	38.0085	-2.7699	0.1493	-0.8908	-2.1265	11.0426
Pr(>\|t\|)	0.4111	0.0000	0.0032	0.4408	0.1873	0.0177	0.0000
R^2	0.9407

Date Range: 201711 to 202512

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0010	0.8693	-0.0316	0.2137	0.3892	0.2090	-0.0707
t	-0.7650	30.3306	-0.3988	3.1932	3.8537	2.2920	-1.3888
Pr(>\|t\|)	0.2231	0.0000	0.3455	0.0009	0.0001	0.0120	0.0840
R^2	0.9319

Date Range: 201412 to 202512

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0009	1.0122	0.5616	0.2114	0.2332	0.0404	-0.0643
t	0.6888	35.0319	7.2301	3.1452	2.3233	0.4271	-1.2650
Pr(>\|t\|)	0.2461	0.0000	0.0000	0.0010	0.0108	0.3350	0.1041
R^2	0.9312