category tradeDate cost risk_exposure unexplained Total cum_Total tilt_total alpha_total
0 2025-12-31 -0.0153 -0.0015 -0.0574 0.0109 1.3597 0.0090 0.0761
1 2025-11-30 -0.0159 -0.0025 -0.0226 -0.0113 1.3488 -0.0072 0.0369
2 2025-10-31 -0.0191 -0.0034 -0.0435 -0.0192 1.3601 -0.0103 0.0571
3 2025-09-30 -0.0291 -0.0003 -0.0863 -0.0991 1.3793 0.0068 0.0098
4 2025-08-31 -0.0151 0.0006 -0.0333 -0.0389 1.4784 -0.0044 0.0133
5 2025-07-31 -0.0148 0.0008 -0.0448 -0.0233 1.5173 0.0039 0.0316
6 2025-06-30 -0.0158 0.0008 -0.0403 -0.0285 1.5406 0.0021 0.0247
7 2025-05-31 -0.0178 0.0008 -0.0227 0.0018 1.5691 0.0074 0.0341
8 2025-04-30 -0.0185 -0.0022 -0.0368 -0.0105 1.5673 0.0109 0.0361
9 2025-03-31 -0.0185 -0.0035 -0.0270 0.0547 1.5778 0.0230 0.0807
10 2025-02-28 -0.0151 -0.0014 -0.0243 -0.0692 1.5231 -0.0100 -0.0184
11 2025-01-31 -0.0175 0.0002 0.0215 0.0421 1.5923 -0.0116 0.0495
12 2024-12-31 -0.0176 -0.0037 -0.0277 0.0290 1.5502 0.0113 0.0667
13 2024-11-30 -0.0174 -0.0031 -0.0474 -0.0296 1.5212 0.0035 0.0348
14 2024-10-31 -0.0204 0.0013 -0.0477 -0.0233 1.5508 0.0040 0.0395
15 2024-09-30 -0.0151 0.0028 -0.0055 -0.0529 1.5741 -0.0192 -0.0159
16 2024-08-31 -0.0139 -0.0005 0.0078 0.0514 1.6270 0.0219 0.0361
17 2024-07-31 -0.0134 -0.0005 -0.0038 -0.0052 1.5756 0.0067 0.0058
18 2024-06-30 -0.0106 -0.0021 -0.0210 0.0073 1.5808 0.0072 0.0338
19 2024-05-31 -0.0173 -0.0007 -0.0098 -0.0139 1.5735 -0.0175 0.0314
20 2024-04-30 -0.0141 -0.0036 -0.0113 0.0226 1.5874 0.0202 0.0314
21 2024-03-31 -0.0126 -0.0023 -0.0088 0.0124 1.5648 0.0087 0.0274
22 2024-02-29 -0.0137 -0.0006 0.0214 0.0066 1.5524 0.0114 -0.0119
23 2024-01-31 -0.0143 -0.0011 0.0074 0.0155 1.5458 -0.0194 0.0429
24 2023-12-31 -0.0136 0.0004 -0.0177 -0.0018 1.5303 0.0099 0.0192
25 2023-11-30 -0.0136 0.0008 -0.0421 -0.0153 1.5321 0.0147 0.0249
26 2023-10-31 -0.0119 -0.0030 -0.0332 -0.0358 1.5474 -0.0062 0.0185
27 2023-09-30 -0.0104 0.0019 -0.0214 0.0164 1.5832 0.0068 0.0395
28 2023-08-31 -0.0110 0.0006 -0.0145 0.0201 1.5668 -0.0046 0.0496
29 2023-07-31 -0.0112 -0.0015 -0.0436 -0.0526 1.5467 -0.0162 0.0199
30 2023-06-30 -0.0116 0.0002 -0.0162 0.0213 1.5993 0.0162 0.0327
31 2023-05-31 -0.0127 -0.0018 0.0227 0.0386 1.5780 0.0043 0.0261
32 2023-04-30 -0.0102 0.0030 -0.0487 -0.0049 1.5394 0.0090 0.0420
33 2023-03-31 -0.0099 0.0014 -0.0185 0.0413 1.5443 0.0238 0.0445
34 2023-02-28 -0.0091 0.0025 -0.0182 0.0016 1.5030 -0.0186 0.0450
35 2023-01-31 -0.0095 0.0021 -0.0043 0.0066 1.5014 -0.0046 0.0229
36 2022-12-31 -0.0095 -0.0087 -0.0752 -0.0257 1.4948 0.0207 0.0470
37 2022-11-30 -0.0113 0.0001 -0.0251 0.0342 1.5205 0.0227 0.0478
38 2022-10-31 -0.0109 0.0024 0.0106 -0.0061 1.4863 -0.0227 0.0145
39 2022-09-30 -0.0109 -0.0022 -0.0628 0.0198 1.4924 0.0287 0.0670
40 2022-08-31 -0.0128 -0.0010 -0.0287 0.0018 1.4726 -0.0005 0.0448
41 2022-07-31 -0.0114 0.0035 -0.0368 -0.0056 1.4708 -0.0027 0.0418
42 2022-06-30 -0.0123 -0.0020 -0.0334 -0.0497 1.4764 0.0034 -0.0054
43 2022-05-31 -0.0149 -0.0004 0.0122 0.0604 1.5261 0.0254 0.0381
44 2022-04-30 -0.0132 -0.0016 -0.0280 0.0160 1.4657 0.0179 0.0409
45 2022-03-31 -0.0176 -0.0005 0.0156 0.0552 1.4497 0.0042 0.0535
46 2022-02-28 -0.0110 0.0031 0.0167 0.0253 1.3945 -0.0125 0.0290
47 2022-01-31 -0.0114 -0.0027 -0.0258 0.0176 1.3692 0.0144 0.0431
48 2021-12-31 -0.0131 0.0092 -0.0448 0.0285 1.3516 0.0105 0.0667
49 2021-11-30 -0.0126 0.0008 -0.0264 -0.0034 1.3231 0.0204 0.0144
50 2021-10-31 -0.0099 -0.0081 -0.0083 -0.0149 1.3265 0.0128 -0.0014
51 2021-09-30 -0.0128 -0.0045 -0.0347 -0.0205 1.3414 -0.0036 0.0351
52 2021-08-31 -0.0124 0.0011 -0.0069 0.0387 1.3619 -0.0002 0.0571
53 2021-07-31 -0.0133 -0.0017 -0.0365 0.0125 1.3232 0.0218 0.0422
54 2021-06-30 -0.0104 -0.0004 -0.0319 0.0030 1.3107 0.0116 0.0341
55 2021-05-31 -0.0099 -0.0002 -0.0467 -0.0092 1.3077 0.0145 0.0331
56 2021-04-30 -0.0112 -0.0025 -0.0315 0.0252 1.3169 0.0084 0.0620
57 2021-03-31 -0.0119 0.0016 0.0087 0.0746 1.2917 0.0048 0.0714
58 2021-02-28 -0.0097 -0.0054 -0.0141 -0.0068 1.2171 0.0345 -0.0121
59 2021-01-31 -0.0104 -0.0030 -0.0098 0.0486 1.2239 0.0136 0.0582
60 2020-12-31 -0.0119 0.0005 -0.0149 0.0338 1.1753 0.0117 0.0484
61 2020-11-30 -0.0109 -0.0034 -0.0425 -0.0581 1.1415 0.0021 -0.0034
62 2020-10-31 -0.0090 -0.0041 -0.0310 0.0156 1.1996 0.0214 0.0383
63 2020-09-30 -0.0090 -0.0081 0.0027 0.0602 1.1840 0.0192 0.0554
64 2020-08-31 -0.0092 -0.0021 -0.0351 -0.0481 1.1238 -0.0137 0.0120
65 2020-07-31 -0.0098 0.0053 -0.0757 0.0056 1.1719 0.0359 0.0499
66 2020-06-30 -0.0101 0.0017 -0.0245 0.0274 1.1663 0.0327 0.0276
67 2020-05-31 -0.0097 0.0036 0.0022 -0.0160 1.1389 -0.0063 -0.0058
68 2020-04-30 -0.0113 0.0020 0.0248 0.0485 1.1549 0.0106 0.0224
69 2020-03-31 -0.0133 -0.0237 -0.0260 0.1370 1.1064 0.0932 0.1068
70 2020-02-29 -0.0098 -0.0002 -0.0342 -0.0218 0.9694 0.0250 -0.0026
71 2020-01-31 -0.0108 0.0123 -0.0183 0.0068 0.9912 0.0186 0.0050
72 2019-12-31 -0.0099 0.0014 -0.0322 0.0208 0.9844 0.0107 0.0508
73 2019-11-30 -0.0086 -0.0008 -0.0161 0.0094 0.9636 0.0036 0.0313
74 2019-10-31 -0.0093 -0.0015 -0.0169 0.0063 0.9542 -0.0096 0.0436
75 2019-09-30 -0.0102 0.0013 -0.0242 0.0150 0.9479 0.0059 0.0422
76 2019-08-31 -0.0093 -0.0010 -0.0419 0.0114 0.9329 0.0124 0.0512
77 2019-07-31 -0.0098 -0.0009 -0.0513 -0.0080 0.9215 0.0005 0.0535
78 2019-06-30 -0.0108 0.0001 0.0007 0.0603 0.9295 0.0019 0.0684
79 2019-05-31 -0.0111 -0.0020 -0.0015 0.0642 0.8692 0.0237 0.0551
80 2019-04-30 -0.0098 -0.0013 -0.0461 -0.0309 0.8050 -0.0236 0.0499
81 2019-03-31 -0.0101 0.0004 -0.0469 0.0045 0.8359 0.0255 0.0356
82 2019-02-28 -0.0086 0.0017 -0.0105 -0.0110 0.8314 0.0243 -0.0179
83 2019-01-31 -0.0111 0.0014 -0.0552 -0.0061 0.8424 -0.0180 0.0768
84 2018-12-31 -0.0102 -0.0056 -0.0207 0.0056 0.8485 0.0057 0.0364
85 2018-11-30 -0.0097 0.0012 -0.0357 -0.0400 0.8429 0.0089 -0.0047
86 2018-10-31 -0.0101 -0.0040 -0.0563 -0.0094 0.8829 0.0004 0.0606
87 2018-09-30 -0.0097 0.0050 -0.0324 -0.0017 0.8923 0.0161 0.0193
88 2018-08-31 -0.0112 0.0010 -0.0404 -0.0062 0.8940 0.0128 0.0316
89 2018-07-31 -0.0121 -0.0000 -0.0163 0.0258 0.9002 -0.0013 0.0555
90 2018-06-30 -0.0125 -0.0012 0.0234 0.0746 0.8744 0.0131 0.0518
91 2018-05-31 -0.0131 0.0006 0.0411 0.1223 0.7998 0.0302 0.0635
92 2018-04-30 -0.0129 0.0001 -0.0270 -0.0105 0.6775 -0.0133 0.0426
93 2018-03-31 -0.0136 -0.0012 -0.0840 -0.0592 0.6880 0.0055 0.0341
94 2018-02-28 -0.0131 0.0004 -0.0178 0.0099 0.7472 -0.0018 0.0422
95 2018-01-31 -0.0141 -0.0002 0.0051 0.0419 0.7373 0.0012 0.0499
96 2017-12-31 -0.0136 0.0009 0.0175 0.0630 0.6954 0.0050 0.0532
97 2017-11-30 -0.0135 -0.0016 0.0127 0.0280 0.6324 0.0008 0.0296
98 2017-10-31 -0.0133 0.0019 -0.0238 -0.0014 0.6044 0.0043 0.0295
99 2017-09-30 -0.0128 -0.0002 -0.0343 -0.0435 0.6058 -0.0106 0.0144
100 2017-08-31 -0.0149 -0.0012 -0.0389 0.0077 0.6493 0.0071 0.0556
101 2017-07-31 -0.0144 -0.0004 -0.0130 0.0314 0.6416 0.0095 0.0497
102 2017-06-30 -0.0142 0.0015 0.0349 0.0582 0.6102 -0.0059 0.0419
103 2017-05-31 -0.0132 0.0009 0.0304 0.0291 0.5520 -0.0090 0.0200
104 2017-04-30 -0.0116 -0.0010 -0.0149 -0.0013 0.5229 -0.0076 0.0338
105 2017-03-31 -0.0135 -0.0012 0.0148 0.0434 0.5242 -0.0068 0.0501
106 2017-02-28 -0.0101 0.0009 -0.0293 0.0030 0.4808 0.0035 0.0380
107 2017-01-31 -0.0124 -0.0014 -0.0246 0.0343 0.4778 0.0159 0.0568
108 2016-12-31 -0.0120 -0.0012 -0.0015 0.0257 0.4435 -0.0060 0.0464
109 2016-11-30 -0.0108 0.0023 -0.0159 -0.0002 0.4178 -0.0183 0.0425
110 2016-10-31 -0.0113 0.0037 -0.0286 0.0203 0.4180 0.0009 0.0556
111 2016-09-30 -0.0113 -0.0064 0.0004 0.0801 0.3977 0.0312 0.0662
112 2016-08-31 -0.0115 0.0038 -0.0319 -0.0030 0.3176 -0.0074 0.0440
113 2016-07-31 -0.0108 -0.0003 -0.0293 0.0034 0.3206 -0.0162 0.0600
114 2016-06-30 -0.0109 -0.0025 -0.0240 0.0157 0.3172 0.0178 0.0353
115 2016-05-31 -0.0106 -0.0031 -0.0185 0.0210 0.3015 0.0161 0.0371
116 2016-04-30 -0.0104 -0.0003 -0.0357 -0.0215 0.2805 0.0009 0.0240
117 2016-03-31 -0.0116 -0.0016 -0.0496 0.0218 0.3020 0.0140 0.0706
118 2016-02-29 -0.0118 -0.0094 0.0156 0.0248 0.2802 -0.0181 0.0485
119 2016-01-31 -0.0088 -0.0025 -0.0069 0.0396 0.2554 0.0061 0.0517
120 2015-12-31 -0.0099 -0.0003 -0.0228 0.0477 0.2158 0.0178 0.0629
121 2015-11-30 -0.0078 -0.0015 -0.0617 -0.0285 0.1681 0.0155 0.0270
122 2015-10-31 -0.0092 0.0029 -0.0178 0.0179 0.1966 0.0072 0.0348
123 2015-09-30 -0.0101 -0.0049 -0.0161 0.0373 0.1787 0.0070 0.0614
124 2015-08-31 -0.0098 -0.0018 -0.0084 0.0607 0.1414 -0.0003 0.0810
125 2015-07-31 -0.0119 0.0045 -0.0249 0.0304 0.0807 0.0246 0.0381
126 2015-06-30 -0.0124 -0.0034 -0.0418 0.0282 0.0503 0.0060 0.0798
127 2015-05-31 -0.0106 0.0004 -0.0349 -0.0021 0.0221 0.0072 0.0358
128 2015-04-30 -0.0121 0.0013 -0.0249 -0.0299 0.0242 -0.0286 0.0344
129 2015-03-31 -0.0123 0.0033 -0.0006 0.0322 0.0541 -0.0106 0.0524
130 2015-02-28 -0.0097 0.0022 -0.0542 -0.0227 0.0219 0.0110 0.0280
131 2015-01-31 -0.0116 0.0043 -0.0147 0.0446 0.0446 0.0112 0.0554