data.xlsx

Sheet1

Month EXXON AMEXCO S&P500 r(f)
Jan-10 -5.514% -6.614% -3.697% 0.003%
Feb-10 1.537% 1.407% 2.851% 0.001%
Mar-10 3.046% 8.510% 5.880% 0.007%
Apr-10 1.179% 11.779% 1.476% 0.011%
May-10 -10.137% -13.552% -8.198% 0.011%
Jun-10 -5.607% 0.025% -5.388% 0.013%
Jul-10 4.573% 12.443% 6.878% 0.014%
Aug-10 -0.218% -10.686% -4.745% 0.013%
Sep-10 4.534% 5.418% 8.755% 0.013%
Oct-10 7.606% -0.928% 3.686% 0.011%
Nov-10 5.279% 4.245% -0.229% 0.011%
Dec-10 5.118% -0.694% 6.530% 0.014%
Jan-11 10.339% 1.491% 2.265% 0.007%
Feb-11 6.557% 0.438% 3.196% 0.012%
Mar-11 -1.637% 3.741% -0.105% 0.007%
Apr-11 4.576% 8.982% 2.850% 0.005%
May-11 -4.592% 5.135% -1.350% 0.001%
Jun-11 -2.504% 0.543% -1.826% 0.004%
Jul-11 -1.954% -3.211% -2.147% -0.003%
Aug-11 -6.642% -0.660% -5.679% 0.008%
Sep-11 -1.878% -9.676% -7.176% -0.000%
Oct-11 7.518% 13.140% 10.772% 0.001%
Nov-11 3.611% -5.097% -0.506% 0.000%
Dec-11 5.371% -1.811% 0.853% 0.000%
Jan-12 -1.203% 6.678% 4.358% -0.000%
Feb-12 3.857% 5.485% 4.059% 0.003%
Mar-12 0.266% 9.397% 3.133% 0.005%
Apr-12 -0.450% 4.407% -0.750% 0.003%
May-12 -8.270% -7.275% -6.265% 0.007%
Jun-12 8.826% 4.263% 3.956% 0.002%
Jul-12 1.496% -0.515% 1.260% 0.003%
Aug-12 1.174% 1.022% 1.976% 0.005%
Sep-12 4.754% -2.470% 2.424% 0.007%
Oct-12 -0.306% -1.214% -1.979% 0.004%
Nov-12 -2.698% -0.125% 0.285% 0.009%
Dec-12 -1.804% 2.827% 0.707% 0.010%
Jan-13 3.952% 2.662% 5.043% 0.002%
Feb-13 0.167% 5.679% 1.106% 0.005%
Mar-13 0.625% 8.544% 3.599% 0.004%
Apr-13 -1.243% 1.705% 1.809% 0.004%
May-13 2.371% 10.671% 2.076% 0.001%
Jun-13 -0.133% -1.255% -1.500% 0.001%
Jul-13 3.763% -1.017% 4.946% 0.001%
Aug-13 -6.357% -2.521% -3.130% 0.001%
Sep-13 -1.285% 5.020% 2.975% 0.001%
Oct-13 4.161% 8.620% 4.460% 0.002%
Nov-13 5.010% 4.890% 2.805% 0.003%
Dec-13 8.258% 5.746% 2.356% 0.002%
Jan-14 -8.933% -6.040% -3.558% 0.001%
Feb-14 5.143% 7.363% 4.312% 0.005%
Mar-14 1.465% -1.369% 0.693% 0.003%
Apr-14 4.842% -2.633% 0.620% 0.002%
May-14 -1.162% 4.655% 2.103% 0.001%
Jun-14 0.149% 3.683% 1.906% 0.002%
Jul-14 -1.728% -6.967% -1.508% 0.001%
Aug-14 1.223% 1.761% 3.766% 0.000%
Sep-14 -5.439% -2.245% -1.551% 0.000%
Oct-14 2.828% 3.050% 2.320% 0.001%
Nov-14 -5.666% 2.746% 2.453% -0.000%
Dec-14 2.110% 0.671% -0.419% 0.001%

Sheet2

Sheet3