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 The Selectable Input Smoothing Option in Global Attribution allows Eagle’s performance engine to consume a set of unsmoothed contributions or attribution effects from performance tables and smooth them with industry-standard smoothing algorithms. The feature is designed to work at the total report level for Stored Performance models.

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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 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.
    You see the Creating Global Attribution Group dialog box.
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  5. Complete the fields on the Options tab. For more information, see Selectable Input Smoothing Options .
  6. In the Options and Field Map field choose attributes required for smoothing. Only Carino 99 Arithmetic is currently supported. In the Attribution dropdown you can choose between contribution and 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 are available.

  7. Select Options & Field Map from the Custom folder and click New.
  8. Complete the fields on the Options tab. For more information, see Selectable Input Smoothing Options
  9. Click Next.
    The Input Fields tab displays. This dialog box is used to specify the inputs to the attribution calculations. The user  You can choose up to thirty unsmoothed effects in the “Input Fields” Inputs Field tab.
  10. You can select Select an existing field from the list, or click New to display the New Regular Field dialog box and create a new field. Complete a mapping for all of the fields on the Fields tab and click nextNext
  11. The user can In the Control Fields tab choose the fund and index returns in the “Control fields” tab. Since return.  Because smoothing is supported only at the total level, the fund/index weights are not included.
  12. Click Finish.
    You see the Creating a Global Attribution Group dialog box Options tab.You see the Field Map Selector dialog box.
  13. Complete the fields on the Options tab and click Next.
  14. The user can choose the fund and index returns in the “Control fields” tab. Since smoothing is supported only at the total level, the fund/index weights are not included.

  15. If the user chooses Absolute (Contribution) in the ‘Attribution’ dropdown OFM field, only the portfolio return would be available. If the user chooses Relative (Attribution), both portfolio and benchmark returns would be made available.

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