Davis (2001)

Davis, James. "Explaining Stock Returns: A Literature Survey." Dimensional Fund Advisors, December 2001.

LK comment:  If you are not familiar with the models academics use to interpret the returns of stock portfolios (e.g., Fama/French model, Carhart model), I highly recommend this as a clear introduction that also provides helpful historical context.

 

Link:  https://www.ifa.com/pdfs/explainingstockreturns.pdf