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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 -0.41 0.47	Strategy (Net) float64 -0.42 0.47	Benchmark float64 -0.37 0.32	Excess Return (Gross) float64 -0.24 0.31	Excess Return (Net) float64 -0.24 0.31
2,026	0.196534	0.195451	0.084635	0.111899	0.110815
2,025	0.472358	0.466296	0.177191	0.295167	0.289105
2,024	0.028126	0.024326	0.248865	-0.220739	-0.224539
2,023	0.10624	0.101715	0.261758	-0.155518	-0.160043
2,022	0.129812	0.125187	-0.181754	0.311565	0.306941
2,021	0.294667	0.290493	0.287288	0.00738	0.003205
2,020	-0.052421	-0.056332	0.183316	-0.235737	-0.239648
2,019	0.101789	0.097759	0.312239	-0.210449	-0.214479
2,018	0.248775	0.243619	-0.04569	0.294465	0.289309
2,017	0.141409	0.136716	0.217054	-0.075645	-0.080338
2,016	0.259688	0.255091	0.119979	0.139709	0.135112
2,015	-0.064932	-0.068354	0.012343	-0.077275	-0.080697
2,014	0.418188	0.412297	0.134638	0.28355	0.277659
2,013	0.275066	0.270404	0.323078	-0.048013	-0.052674
2,012	0.180568	0.175712	0.159903	0.020665	0.015809
2,011	-0.037464	-0.041404	0.01895	-0.056414	-0.060354
2,010	0.174432	0.170647	0.150561	0.023871	0.020085
2,009	0.46248	0.457107	0.263518	0.198962	0.193589
2,008	-0.414594	-0.416991	-0.36795	-0.046644	-0.049041
2,007	0.255457	0.250284	0.051463	0.203994	0.198821
2,006	0.194747	0.189828	0.158452	0.036295	0.031375
2,005	0.126641	0.122002	0.05325	0.073391	0.068753

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