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As previously described, single period security level returns are aggregated from the security level for each single period. There are two methods that can be employed at this stage to calculate total and rollup level returns from security level data: summing up contributions then dividing by the sum of the weights or summing the market values and flows and doing a return calculation.

Eagle Attribution already supports the contribution method, so it was natural for dynamic performance to supports it too. The method from holdings and flows is not supported.

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