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The Performance Calculation report is used to calculate and commit single-period returns, which measure rates of return over a single holding period, such as a day, month, or quarter. You can calculate single-period returns for the following:

• Portfolios. You use the Performance Returns report profile to calculate and store single-period returns based on holdings and cash activity. See

  "Chapter 3: Configuring

  Work with the Performance Calculation Report

  "

  for detailed information on using the Performance Calculation report to calculate single-period returns for portfolios.

• GIPS Composites. You use the Composite Weighted Returns report profile to calculate asset-weighted returns for composites. You use the Performance Returns report profile to calculate aggregate-method returns for composites.

  See the

  See GIPS Composite Management

  User Guide

  Configuration for detailed information on calculating single-period composite returns.

• Benchmarks. You use the Performance Returns report profile to calculate and store single-period returns, duration, and weights for standard benchmarks and you use the Custom Index Builder to calculate single-period performance data for custom benchmarks. See

  the

  Benchmark Management

  User Guide

  for information on calculating single-period returns for custom benchmarks.

• Retail Funds. You use the Dynamic NAV Returns report profile to calculate and store single-period returns based on NAVs and distribution data. Otherwise, you can use a Performance Analysis report to calculate these returns without storing them.

  See the

  See Retail Fund Performance

  User Guide for

   for detailed information on calculating single-period returns for mutual funds, offshore funds, and unit trusts.

You submit a Performance Calculation report with your calculation criteria. The return calculations you use vary, depending on the types of returns you are calculating. The report uses accounting and benchmark data stored in the data warehouse to calculate returns, and lets you commit the single-period returns to the PERFORM database. The PERFORM database stores single-period returns and weights for portfolios, composites, and standard and custom indexes, along with performance market values, and other performance specific data.

Eagle uses the term commit to identify the act of storing performance information in the PERFORM database for use in analysis and reporting. When you commit data, you can store returns, as well as supporting data like the beginning and ending market values, and net inflows and outflows. You can set up certain performance return upload processes and Performance Calculation reports to automatically commit performance data or to prevent automatic commitment. This allows you to commit data manually as part of your audit and control workflows, or to avoid commitment entirely under certain conditions. Once you commit the returns, you can use them for presentation purposes. Or geometrically link a set of returns for multi-period analysis using the Performance Analysis report.

Eagle's Equity Attribution and Fixed Income Attribution components build their analysis results from the standard outputs of the performance calculation and commit process.