Page Comparison

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

Fund Returns

Accret Amort Return Fund
Base Return Fund
Convexity Return Fund
Coupon Return Fund
Cross Product Return Fund
Currency Return Fund
Duration Matched Excess Yield Change Fund
Duration Matched Price Return Fund
Duration Matched Total Return Fund
Duration Matched Yield Change Fund
Duration Matched Yield Return Fund
Key Rate Duration Return Fund
Option Adjusted Begin Spread Fund
Option Adjusted End Spread Fund
Option Adjusted Spread Change Fund
Option Adjusted Yield Change Fund
Parallel Shift Return Fund
Pivot Yield Change Fund
Price ExConvexity Return Fund
Price Return Fund
Price Spread Return Fund
Reshape Return Fund
Rolldown Return Fund
Total Residual Return Fund
Total Spread Return Fund
Yield Return Fund
Yield Spread 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
Duration Matched Price Contribution Fund
Duration Matched Total Contribution Fund
Duration Matched Yield Contribution Fund
Key Rate Duration Return Contribution Fund
Local Contribution Fund
Parallel Contribution Fund
Price Spread Contribution
Reshape Contribution Fund
Residual Return Contribution Fund
Roll Contribution Fund
Total Spread Contribution
Yield Spread Contribution

Index Returns

Accret Amort Return Index
Base Return Index
Convexity Return Index
Coupon Return Index
Cross Product Return Index
Currency Return Index
Duration Matched Excess Yield Change Index
Duration Matched Price Return Index
Duration Matched Total Return Index
Duration Matched Yield Change Index
Duration Matched Yield Return Index
Key Rate Duration Return Index
Option Adjusted Begin Spread Index
Option Adjusted End Spread Index
Option Adjusted Spread Change Index
Option Adjusted Yield Change Index
Parallel Shift Return Index
Pivot Yield Change Index
Price ExConvexity Return Index
Price Return Index
Price Spread Return Index
Reshape Return Index
Rolldown Return Index
Total Residual Return Index
Total Spread Return Index
Yield Return Index
Yield Spread 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
Duration Matched Price Contribution Index
Duration Matched Total Contribution Index
Duration Matched Yield Contribution Index
Key Rate Duration Return Contribution Index
Local Contribution Index
Parallel Contribution Index
Price Spread Contribution Index
Reshape Contribution Index
Residual Return Contribution Index
Roll Contribution Index
Total Spread Contribution Index
Yield Spread Contribution Index

Relative Returns

Accret Amort Return Difference
Base Return Difference
Base Return Fund In-Out Difference
Base Return Index In-Out Difference
Convexity Return Difference
Coupon Return Difference
Cross Product Return Difference
Currency Return Difference
Duration Matched Excess Yield Change Difference
Duration Matched Price Return Difference
Duration Matched Total Return Difference
Duration Matched Yield Change Difference
Duration Matched Yield Return Difference
Key Rate Duration Return Difference
Local Return Difference
Option Adjusted Begin Spread Difference
Option Adjusted End Spread Difference
Option Adjusted Spread Change Difference
Option Adjusted Yield Change Difference
Parallel Shift Return Difference
Pivot Yield Change Difference
Price ExConvexity Return Difference
Price Model Return Difference
Price Return Difference
Price Spread Return Difference
Reshape Return Difference
Residual Return Difference
Rolldown Return Difference
Total Spread Return Difference
Yield Return Difference
Yield Spread 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
Allocation Interaction
Cross Product Effect
Currency Effect
Duration Matched Price Effect
Duration Matched Total Return Effect
Duration Matched Yield Effect
Interaction
Key Rate Duration Effect
Parallel Shift Effect
Price Spread Effect
Reshape Effect
Residual Effect
Rolldown Effect
Selection
Selection Interaction
Total Attributed
Total Key Rate Duration Effect
Total Spread Effect
Yield Spread Effect
Note: These options display the effects before the multiple-period smoothing algorithm is applied.

Smoothed Attribution Effects

Smoothed Allocation Interaction
Smoothed Allocation
Smoothed Cross Product Effect
Smoothed Currency Effect
Smoothed Duration Matched Price Effect
Smoothed Duration Matched Total Effect
Smoothed Duration Matched Yield Effect
Smoothed Fund Base Contribution
Smoothed Index Base Contribution
Smoothed Interaction
Smoothed Key Rate Duration Effect
Smoothed Parallel Shift Effect
Smoothed Price Spread Effect
Smoothed Reshape Effect
Smoothed Residual Effect
Smoothed Rolldown Effect
Smoothed Selection Interaction
Smoothed Selection
Smoothed Total Attributed
Smoothed Total Key Rate Duration Effect
Smoothed Total Spread Effect
Smoothed Yield Spread Effect
Note: These options display the effects after the smoothing algorithm is applied.
Eagle recommends choosing smoothed attribution effects regardless of the number of time periods. In the case of a single time period, no smoothing is applied. The effects are only smoothed for multiple time periods. This allows you to use the smoothed effects in all cases.

Weights

Average Base Weight Difference
Average Base Weight Fund
Average Base Weight Index
Base Weight Difference