Brinson-Fachler style attribution is structured to provide information at all levels of decision making. Linking the single-period analysis into multiple-period attribution provides a means for critical review of the decision process over long periods of time.
To run the Brinson-Fachler attribution analysis for multiple-periods:
From any Eagle window, click the Eagle Navigator button to access the Eagle Navigator.
Enter Reporting in the Start Search text box and click the General Reporting (Performance Center) link.
You see the Performance Center with the General Reporting workspace.From the General Reporting workspace, click the Reports tab.
Expand the Reports folder and click Performance Analysis.
You see a list of Performance Analysis reports. Double-click the report you want to run for a multiple time period.
The Editing a Performance Analysis Report – Step 1 of 3 appears.
Click Select the Date Rule to change the single time period to a multiple time period.
You see the Date Rule Selector dialog box.
Double-click a multiple time period and click Finish.
The report is submitted for processing.
The sum of the smoothed linked attribution effects must equal the sum of the linked excess return. This is achieved using smoothing algorithms that adjust each of the values slightly to make the effects sum properly for the full period being analyzed. See Link Methods for Brinson-Fachler Attribution for details.
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