LargeValue13FFilters_PersistenceOfNominalAndAlphaReturns

Chart of the negative correlation of nominal returns and positive correlation of risk-adjusted returns from security selection (αReturns) over two historical samples for U.S. equity 13F portfolios in the Large-Cap Value Style Box

Large-Cap Value 13F Portfolios: Correlation between the rankings of nominal returns and αReturns for two historical samples

Large-Cap Value 13F Portfolios: Correlation between the rankings of nominal returns and αReturns for two historical samples

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