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p2-etf-trendfolios-replication-data

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equity_a_calendar · 22 rows

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train · 22 rows

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Year int32 2.01k 2.03k	Strategy (Gross) float64 -0.35 0.46	Strategy (Net) float64 -0.35 0.45	Benchmark float64 -0.37 0.32	Excess Return (Gross) float64 -0.32 0.32	Excess Return (Net) float64 -0.32 0.32
2,026	0.075388	0.075388	-0.036808	0.112196	0.112196
2,025	0.118392	0.113784	0.177191	-0.058798	-0.063407
2,024	0.032142	0.028353	0.248865	-0.216722	-0.220512
2,023	0.149407	0.144704	0.261758	-0.112351	-0.117054
2,022	-0.001397	-0.00548	-0.181754	0.180357	0.176274
2,021	0.346265	0.341923	0.287288	0.058977	0.054636
2,020	-0.135753	-0.139324	0.183316	-0.319069	-0.322641
2,019	0.101035	0.097013	0.312238	-0.211203	-0.215226
2,018	0.149227	0.144481	-0.04569	0.194917	0.190171
2,017	0.178013	0.173169	0.217054	-0.039041	-0.043886
2,016	0.257714	0.253126	0.119979	0.137735	0.133147
2,015	-0.118513	-0.121742	0.012343	-0.130856	-0.134084
2,014	0.456124	0.450075	0.134638	0.321485	0.315437
2,013	0.307514	0.302735	0.323078	-0.015564	-0.020343
2,012	0.215777	0.210781	0.159903	0.055874	0.050877
2,011	-0.107805	-0.111452	0.01895	-0.126754	-0.130402
2,010	0.196465	0.192608	0.150561	0.045904	0.042047
2,009	0.395916	0.390781	0.263517	0.132399	0.127264
2,008	-0.352202	-0.354829	-0.36795	0.015748	0.013121
2,007	0.082747	0.078287	0.051463	0.031284	0.026825
2,006	0.183729	0.17886	0.158452	0.025277	0.020407
2,005	0.126641	0.122003	0.05325	0.073392	0.068753

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