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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.

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    You see the Creating Global Attribution Group dialog box. The Options tab display.
  5. In the Options tab name 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 Options & Field Map dialog.
  8. In the Options and Field Map dialog 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.

  9. In the Input Fields tab, you can choose up to thirty unsmoothed effects in the Input Fields tab.
  10. In the Control Fields tab choose the fund and index return.  Because smoothing is supported only at the total level, the fund/index weights are not included.

    Info
    If you selected Absolute (Contribution) in the Attribution field in Options & Field Maps field, only the portfolio return is available. If you selected Relative (Attribution), both portfolio and benchmark returns would be made available

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

  11. Click Finish.