Regression from Sep 2009 - Oct 2013

Rm-Rf SMB HML Alpha R2
0.94 -0.15 0.06 0.77% 0.983
Standard error 0.0207 0.0388 0.0412 0.0008
t-statistics 45.43 -3.98 1.41 0.83

Fund Profile

Symbol EQL
Issuer ALPS
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Sep 2009 - Oct 2013

Month RaR Rm-Rf SMB HML Rf
200909 3.45 4.08 2.47 1.40 0.01
200910 -2.01 -2.59 -4.22 -4.37 0.00
200911 6.35 5.56 -2.65 0.17 0.00
200912 2.78 2.75 5.79 0.73 0.01
201001 -4.21 -3.36 0.19 0.61 0.00
201002 3.03 3.40 1.44 2.74 0.00
201003 5.54 6.32 1.58 2.03 0.01
201004 1.77 2.00 4.94 3.15 0.00
201005 -8.32 -7.89 -0.08 -2.33 0.01
201006 -4.68 -5.56 -2.13 -4.26 0.01
201007 6.72 6.92 0.17 0.22 0.01
201008 -3.18 -4.77 -2.94 -1.64 0.01
201009 8.54 9.54 3.84 -3.02 0.01
201010 3.46 3.88 1.04 -2.30 0.01
201011 0.19 0.60 3.66 -0.54 0.01
201012 6.63 6.82 0.78 3.58 0.01
201101 1.88 2.01 -2.46 0.86 0.01
201102 3.24 3.49 1.63 1.67 0.01
201103 0.57 0.48 2.62 -1.22 0.01
201104 3.04 2.90 -0.32 -2.25 0.00
201105 -0.93 -1.27 -0.65 -2.21 0.00
201106 -1.32 -1.75 -0.08 -0.42 0.00
201107 -2.15 -2.34 -1.40 -1.20 0.00
201108 -4.83 -6.00 -3.30 -1.56 0.01
201109 -6.60 -7.60 -3.68 -1.06 0.00
201110 9.70 11.34 3.58 -0.90 0.00
201111 -0.03 -0.26 -0.26 -0.17 0.00
201112 0.94 0.74 -0.57 1.53 0.00
201201 4.21 5.06 2.52 -2.13 0.00
201202 3.29 4.43 -1.65 0.04 0.00
201203 2.64 3.11 -0.23 -0.07 0.00
201204 -0.34 -0.84 -0.61 -0.20 0.00
201205 -5.80 -6.20 -0.10 0.10 0.01
201206 4.11 3.88 0.82 0.46 0.00
201207 1.40 0.79 -2.59 0.02 0.00
201208 1.46 2.56 0.72 0.59 0.01
201209 2.85 2.74 0.49 1.57 0.01
201210 -0.76 -1.75 -1.07 4.17 0.01
201211 -0.18 0.77 0.67 -1.10 0.01
201212 1.10 1.18 1.66 3.28 0.01
201301 5.58 5.58 0.49 1.35 0.00
201302 1.51 1.28 -0.38 0.31 0.00
201303 3.45 4.03 0.84 -0.06 0.00
201304 1.83 1.56 -2.43 0.36 0.00
201305 1.86 2.81 1.93 1.31 0.00
201306 -1.21 -1.21 1.23 -0.45 0.00
201307 4.53 5.65 1.85 0.79 0.00
201308 -3.05 -2.69 0.28 -2.46 0.00
201309 3.33 3.76 2.85 -1.51 0.00
201310 5.46 4.17 -1.52 1.39 0.00

Other Funds


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