JPGL

Date Range: 201908 to 202601

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0007	0.9466	0.1552	0.2704	0.3489	0.1312	0.0864
CI Lower 95%	-0.0029	0.8951	0.0264	0.1368	0.1817	-0.0557	0.0032
CI Upper 95%	0.0015	0.9980	0.2840	0.4041	0.5162	0.3182	0.1695
t	-0.6610	36.6168	2.3990	4.0297	4.1539	1.3977	2.0684
Pr(>\|t\|)	0.2553	0.0000	0.0094	0.0001	0.0000	0.0831	0.0210
R^2	0.9624

AVWS

Date Range: 202411 to 202601

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0063	1.4200	0.6754	0.5437	0.0111	0.0918	-0.0254
CI Lower 95%	-0.0182	0.9287	-0.0133	-0.1154	-1.1966	-0.9171	-0.5633
CI Upper 95%	0.0056	1.9112	1.3641	1.2028	1.2189	1.1006	0.5125
t	-1.1336	6.1994	2.1033	1.7693	0.0198	0.1951	-0.1013
Pr(>\|t\|)	0.1380	0.0000	0.0270	0.0493	0.4923	0.4241	0.4604
R^2	0.9132

Date Range: 201503 to 202601

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0008	1.0566	0.7596	0.3895	0.0949	0.0106	-0.0718
CI Lower 95%	-0.0005	1.0236	0.7026	0.3379	0.0257	-0.0649	-0.1113
CI Upper 95%	0.0022	1.0897	0.8166	0.4411	0.1640	0.0861	-0.0322
t	1.2373	63.2600	26.3712	14.9434	2.7151	0.2788	-3.5909
Pr(>\|t\|)	0.1091	0.0000	0.0000	0.0000	0.0038	0.3904	0.0002
R^2	0.9867

Date Range: 201503 to 202601

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0014	1.0885	0.7113	0.3639	0.0616	-0.1225	-0.1342
CI Lower 95%	-0.0005	1.0426	0.6060	0.2478	-0.1000	-0.3075	-0.2027
CI Upper 95%	0.0032	1.1343	0.8166	0.4800	0.2231	0.0625	-0.0657
t	1.4557	46.9716	13.3679	6.2008	0.7541	-1.3104	-3.8773
Pr(>\|t\|)	0.0739	0.0000	0.0000	0.0000	0.2261	0.0962	0.0001
R^2	0.9752

Date Range: 201410 to 202601

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0012	0.9877	0.1304	0.3152	0.0013	0.2526	-0.1141
CI Lower 95%	-0.0008	0.9332	-0.0007	0.1676	-0.1811	0.0487	-0.1992
CI Upper 95%	0.0033	1.0423	0.2615	0.4628	0.1838	0.4566	-0.0289
t	1.1874	35.8039	1.9675	4.2241	0.0142	2.4496	-2.6494
Pr(>\|t\|)	0.1186	0.0000	0.0256	0.0000	0.4944	0.0078	0.0045
R^2	0.9376

Date Range: 201410 to 202601

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0006	1.0312	-0.2406	0.0885	-0.0702	-0.1985	0.4515
CI Lower 95%	-0.0014	0.9767	-0.3715	-0.0589	-0.2524	-0.4022	0.3665
CI Upper 95%	0.0027	1.0857	-0.1097	0.2359	0.1120	0.0052	0.5366
t	0.6023	37.4237	-3.6339	1.1872	-0.7618	-1.9268	10.4990
Pr(>\|t\|)	0.2740	0.0000	0.0002	0.1186	0.2238	0.0281	0.0000
R^2	0.9318

Date Range: 201502 to 202601

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0001	0.9692	-0.1613	0.0334	-0.0623	-0.2342	0.4513
CI Lower 95%	-0.0019	0.9190	-0.2766	-0.0935	-0.2378	-0.4368	0.3765
CI Upper 95%	0.0021	1.0193	-0.0461	0.1603	0.1133	-0.0317	0.5260
t	0.1274	38.2252	-2.7690	0.5205	-0.7015	-2.2877	11.9469
Pr(>\|t\|)	0.4494	0.0000	0.0032	0.3018	0.2421	0.0119	0.0000
R^2	0.9412

Date Range: 201711 to 202601

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0012	0.8806	-0.0635	0.2126	0.3790	0.2231	-0.0392
CI Lower 95%	-0.0038	0.8248	-0.2178	0.0784	0.1770	0.0411	-0.1339
CI Upper 95%	0.0014	0.9364	0.0908	0.3467	0.5810	0.4051	0.0555
t	-0.8997	31.3087	-0.8165	3.1448	3.7234	2.4326	-0.8215
Pr(>\|t\|)	0.1852	0.0000	0.2081	0.0011	0.0002	0.0084	0.2067
R^2	0.9321

Date Range: 201412 to 202601

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0007	1.0223	0.5340	0.2088	0.2241	0.0555	-0.0353
CI Lower 95%	-0.0018	0.9659	0.3825	0.0749	0.0243	-0.1323	-0.1309
CI Upper 95%	0.0032	1.0787	0.6855	0.3428	0.4238	0.2432	0.0603
t	0.5597	35.8616	6.9737	3.0846	2.2182	0.5844	-0.7312
Pr(>\|t\|)	0.2883	0.0000	0.0000	0.0012	0.0141	0.2800	0.2330
R^2	0.9307