| 大型基金 | 小型基金 | |||||
| 百分位 | 实际α | 模拟α均值 | 模拟 < 实际% | 实际α | 模拟α均值 | 模拟 < 实际% |
| 1% | −0.75% | −1.36% | 93.8% | −1.49% | −1.36% | 31.9% |
| 5% | −0.45% | −0.78% | 93.8% | −0.91% | −0.86% | 35.4% |
| 10% | −0.37% | −0.60% | 88.1% | −0.83% | −0.66% | 21.4% |
| 20% | −0.10% | −0.41% | 98.2% | −0.48% | −0.45% | 37.3% |
| 30% | 0.05% | −0.28% | 99.5% | −0.30% | −0.31% | 48.0% |
| 40% | 0.20% | −0.19% | 99.9% | −0.12% | −0.20% | 66.6% |
| 50% | 0.28% | −0.11% | 99.9% | −0.01% | −0.10% | 71.3% |
| 60% | 0.38% | −0.03% | 99.8% | 0.12% | 0.00% | 78.2% |
| 70% | 0.52% | 0.06% | 100.0% | 0.23% | 0.11% | 78.0% |
| 80% | 0.72% | 0.17% | 99.9% | 0.53% | 0.24% | 92.3% |
| 90% | 1.01% | 0.34% | 99.9% | 0.74% | 0.44% | 89.0% |
| 95% | 1.35% | 0.49% | 99.8% | 1.00% | 0.63% | 89.5% |
| 96% | 1.42% | 0.56% | 99.8% | 1.02% | 0.67% | 89.0% |
| 97% | 1.50% | 0.65% | 98.8% | 1.10% | 0.75% | 87.5% |
| 98% | 1.88% | 0.81% | 98.0% | 1.24% | 0.87% | 86.9% |
| 99% | 2.05% | 0.96% | 96.8% | 1.26% | 0.96% | 82.8% |