Inputs are data inputs used in the analysis. Outputs are the results of the analysis.
Inputs/Outputs | Effect Name |
|---|
Inputs |
|
Fund Returns | Base Return Fund
Local Return Fund
See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Fund to identify inconsistencies in performance data. |
Index Returns | Base Return Index
Local Return Index
See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Index to identify inconsistencies in performance data. |
Weights | Base Weight Fund
Base Weight Index |
Outputs |
|
Fund Returns | Base Return Fund
Cross Product Return Fund
Currency Return Fund
See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Fund to identify inconsistencies in performance data. |
Fund Contributions | Base Contribution Fund
Cross Product Contribution Fund
Currency Contribution Fund
Local Contribution Fund |
Index Returns | Base Return Index
Cross Product Return Index
Currency Return Index
See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Index to identify inconsistencies in performance data. |
Index Contributions | Base Contribution Index
Cross Product Contribution Index
Currency Contribution Index
Local Contribution Index |
Relative Returns | Base Return Difference
Base Return Fund In-Out Difference
Base Return Index In-Out Difference
Cross Product Return Difference
Currency Return Difference
Local Return Difference
See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Fund In-Out Difference and Base Return Index In-Out Difference to identify inconsistencies in performance data. |
Attribution Effects |
Allocation Interaction Interaction
Cross Product |
Effect Effect Interaction Interaction
Local Total Attributed (does not apply to Carino/Menchero analyses; applies to Geometric Attribution Method analyses)
|
Selection Selection
Selection Interaction
BF Residual
Total |
Attributed Attributed
NOTE: These options display the effects before the smoothing algorithm is applied. |
Smoothed Attribution Effects | Smoothed |
Allocation Allocation
Smoothed Allocation |
Interaction Interaction
Smoothed Cross Product |
Effect Effect Effect
Smoothed Fund Base |
Contribution Contribution
Smoothed Index Base |
Contribution Interaction Interaction
Smoothed Local Total Attributed (does not apply to Carino/Menchero analyses; applies to Geometric Attribution Method analyses)
Smoothed |
Selection Selection
Smoothed Selection |
Interaction Interaction
Smoothed BF Residual
Smoothed Total |
Attributed Attributed NOTE: These options display the effects before the smoothing algorithm is applied.
|
Weights | Average Base Weight Difference
Average Base Weight Fund
Average Base Weight Index
Base Weight Difference |