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The Selectable Input Smoothing option in Global Attribution allows Eagle’s performance engine to consume a set of unsmoothed contribution or attribution effects from performance tables and then smooth them with industry-standard smoothing algorithms. The feature is designed to work for both stored performance models and dynamic performance analysis.

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  1. In the Performance desk, click General Reporting in the left navigation. 
    You see the Performance Center with the General Reporting workspace.
  2. Expand the Fields folder, expand the Custom folder, and then click Global Attribution Group.
    You see a list of Global Attribution Groups. 
  3. Right-click your mouse and select New from the pop-up menu. Or click New on the toolbar.
    You see the Creating Global Attribution Group dialog box.
  4. Click Selectable Input Smoothing and click Next.


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    You see the Creating Global Attribution Group dialog box. The Options tab display.
  5. In the Options tab, enter a name for the field, select the SIS Options and Field Map field and define the field periodicity. For more information, see Selectable Input Smoothing Options .

  6. Click Next
  7. Select Options & Field Map from the Custom folder and click New.
    You see the Options & Field Map dialog.
  8. On the Options tab, choose the attributes required for smoothing.  Only Carino 99 Arithmetic is currently supported. In the Attribution field, you can select either Contribution or Attribution. If you select Absolute (Contribution) in the Attribution dropdown, only the portfolio return would be available. If you select Relative (Attribution), both portfolio and benchmark returns would be available. Click Next.

  9. In the Input Fields tab, you can choose up to thirty unsmoothed effects. Click Next
  10. In the Control Fields tab choose the fund and index weights and returns. 
    NOTE: If you selected Absolute (Contribution) in the Attribution field in the Options & Field Maps field, only the portfolio weight and return is available. If you selected Relative (Attribution), both portfolio and benchmark weights and returns would be available.

  11. Click Finish.
    After you have made your sections in the Options and Field Map dialog, all the chosen Inputs (Returns and Unsmoothed effects), and Outputs (Smoothed effects) display in the Effects tab of the Global Attribution Group dialog.

     

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