All13FFilters_SerialCorrelationOfNaiveAlphas12Month

Chart of the negative correlation between naïve alphas (returns over S&P 500) for one 12-month period and a different 12-month period separated by a given lag for all U.S. equity 13F portfolios

13F Equity Portfolios: Serial correlation of naive alphas (returns relative to S&P 500 index)

13F Equity Portfolios: Serial correlation of naive alphas (returns relative to S&P 500 index)

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