BUG: get_clean_factor crashes with malformed 'groupby' data

If 'groupby' data contains too many values,  then 'utils.get_clean_factor' and
'utils.get_clean_factor_and_forward_return' crash with meaningless error
messages.

alphalens/utils.py

@@ -519,7 +519,7 @@ def get_clean_factor(factor,
                         list(diff)))
 
             sn = pd.Series(groupby_labels)
-            groupby = pd.Series(index=factor.index,
+            groupby = pd.Series(index=groupby.index,
                                 data=sn[groupby.values].values)
 
         merged_data['group'] = groupby.astype('category')