主动量化策略周报：科创板块领涨，优基增强组合本周相对股基指数超额0.48%-20250726

Core Insights - The report highlights the performance of various quantitative investment strategies, with a focus on the "Excellent Fund Performance Enhancement Portfolio," "Expected Selection Portfolio," "Brokerage Golden Stock Performance Enhancement Portfolio," and "Growth Stability Portfolio" [12][13][16][38]. Group 1: Excellent Fund Performance Enhancement Portfolio - The portfolio achieved an absolute return of 2.29% this week, with a relative excess return of 0.48% compared to the mixed equity fund index [21][37]. - Year-to-date, the portfolio has an absolute return of 12.86%, but a relative excess return of -1.63% against the mixed equity fund index [21][37]. - The portfolio ranks in the 44.05 percentile among active equity funds, with a ranking of 1528 out of 3469 [21][37]. Group 2: Expected Selection Portfolio - This portfolio recorded an absolute return of 0.45% this week, with a relative excess return of -1.36% compared to the mixed equity fund index [30][37]. - Year-to-date, it has an absolute return of 24.97% and a relative excess return of 10.48% against the mixed equity fund index [30][37]. - The portfolio ranks in the 13.64 percentile among active equity funds, with a ranking of 473 out of 3469 [30][37]. Group 3: Brokerage Golden Stock Performance Enhancement Portfolio - The portfolio achieved an absolute return of 1.75% this week, with a relative excess return of -0.06% compared to the mixed equity fund index [37][38]. - Year-to-date, it has an absolute return of 16.12% and a relative excess return of 1.64% against the mixed equity fund index [37][38]. - The portfolio ranks in the 32.52 percentile among active equity funds, with a ranking of 1128 out of 3469 [37][38]. Group 4: Growth Stability Portfolio - This portfolio recorded an absolute return of 0.28% this week, with a relative excess return of -1.52% compared to the mixed equity fund index [48][38]. - Year-to-date, it has an absolute return of 29.97% and a relative excess return of 15.49% against the mixed equity fund index [48][38]. - The portfolio ranks in the 8.27 percentile among active equity funds, with a ranking of 287 out of 3469 [48][38]. Group 5: Market Overview - The median stock return this week was 1.72%, with 73% of stocks rising and 27% falling; the median return for active equity funds was 1.81%, with 88% of funds rising and 12% falling [52]. - Year-to-date, the median stock return is 15.73%, with 81% of stocks rising and 19% falling; the median return for active equity funds is 11.54%, with 94% of funds rising and 6% falling [52].