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Stock Excess Returns

Year Market Index A B C D E F G H


1 29.65 33.88 -25.20 36.48 42.89 -39.89 39.67 74.57 40.22
2 -11.91 -49.87 24.70 -25.11 -54.39 44.92 -54.33 -79.76 -71.58
3 14.73 65.14 -25.04 18.91 -39.86 -3.91 -5.69 26.73 14.49
4 27.68 14.46 -38.64 -23.31 -0.72 -3.21 92.39 -3.82 13.74
5 5.18 15.67 61.93 63.95 -32.82 44.26 -42.96 101.67 24.24
6 25.97 -32.17 44.94 -19.56 69.42 90.43 76.72 1.72 77.22
7 10.64 -31.55 -74.65 50.18 74.52 15.38 21.95 -43.95 -13.40
8 1.02 -23.79 47.02 -42.28 28.61 -17.64 28.83 98.01 28.12
9 18.82 -4.59 28.69 -0.54 2.32 42.36 18.93 -2.45 37.65
10 23.92 -8.03 48.61 23.65 26.26 -3.65 23.31 15.36 80.59
11 -41.61 78.22 -85.02 -0.79 -68.70 -85.71 -45.64 2.27 -72.47
12 -6.64 4.75 42.95 -48.60 26.27 13.24 -34.34 -54.47 -1.50
I
90.19
-26.64
18.14
0.09
8.98
72.38
28.95
39.41
94.67
52.51
-80.26
-24.46