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Inputs/Outputs

Effect Name

Inputs


Fund Returns

Local Fund Return

Index Returns

Local Index Returns

Weights

Base Weight Fund
Base Weight Index

Cash Index Returns

Exchange Rate Return
Local Cash Return

Outputs


Fund Returns

Base Return Fund
Cash Base Currency Return Fund
Local Market Return Fund
Synthetic Hedged Return Fund

Index Returns

Base Return Index
Cash Base Currency Return Index
Local Market Return Index
Synthetic Hedged Return Index

Weights

Base Average Weight Difference
Base Average Weight Fund
Base Average Weight Index
Base Weight Difference
Currency Weight
Currency Weight Index
Hedge Weight
Hedge Weight Index

Fund Contributions

Base Contribution Fund
Exchange Rate Contribution Fund
Local Cash Contribution Fund
Local Contribution Fund

Index Contributions

Base Contribution Index
Exchange Rate Contribution Index
Local Cash Contribution Index
Local Contribution Index

Relative Returns

Base Return Difference
Cash Base Currency Return Difference
Hedged Return Difference
Local Market Return Difference
Local Return Difference

Attribution Effects

Currency Selection
Market Selection
Security Selection
Total Attributed
Note: These options display the effects before the multiple-period smoothing algorithm is applied.

Smoothed Attribution Effects

Smoothed Currency Selection
Smoothed Market Selection
Smoothed Security Selection
Smoothed Total Attributed
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.

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