成长因子表现出色，沪深300增强组合年内超额15.46%【国信金工】

Group 1 - The core viewpoint of the article is to track the performance of various index-enhanced portfolios and stock selection factors, highlighting their excess returns and the effectiveness of different factors in various indices [1][2][19]. Group 2 - The performance of the CSI 300 index-enhanced portfolio showed an excess return of 2.90% for the week and 15.46% year-to-date [7][19]. - The CSI 500 index-enhanced portfolio had an excess return of -0.67% for the week and 10.61% year-to-date [7][19]. - The CSI 1000 index-enhanced portfolio recorded an excess return of 0.18% for the week and 15.26% year-to-date [7][19]. - The CSI A500 index-enhanced portfolio experienced an excess return of -1.39% for the week and 8.91% year-to-date [7][19]. Group 3 - In the CSI 300 component stocks, factors such as single-quarter ROE, single-quarter ROA, and DELTAROE performed well [8][10]. - In the CSI 500 component stocks, factors like DELTAROA, DELTAROE, and single-quarter net profit year-on-year growth showed strong performance [10][12]. - For the CSI 1000 component stocks, standardized expected excess earnings, single-quarter net profit year-on-year growth, and DELTAROA were among the top-performing factors [12][14]. - In the CSI A500 index component stocks, DELTAROE, single-quarter ROE, and DELTAROA were the standout factors [15][16]. Group 4 - The public fund index-enhanced products for the CSI 300 had a maximum excess return of 2.81% and a minimum of -2.40% for the week, with a median of -0.38% [20][22]. - The CSI 500 index-enhanced products had a maximum excess return of 1.26% and a minimum of -2.79% for the week, with a median of -0.51% [23][24]. - The CSI 1000 index-enhanced products recorded a maximum excess return of 1.32% and a minimum of -1.44% for the week, with a median of -0.06% [24][25]. - The CSI A500 index-enhanced products had a maximum excess return of 0.71% and a minimum of -1.82% for the week, with a median of -0.51% [25][26]. Group 5 - The total number of public fund index-enhanced products for the CSI 300 is 70, with a total scale of 77 billion [19]. - The CSI 500 index-enhanced products total 71, with a total scale of 43.2 billion [19]. - The CSI 1000 index-enhanced products consist of 46, with a total scale of 15 billion [19]. - The CSI A500 index-enhanced products have 52, with a total scale of 20.5 billion [19].