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Inputs are data inputs used in the analysis. Outputs are the results of the analysis.
Inputs/Outputs | Effect Name |
---|
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 |
Outputs |
|
Fund Returns | Base Return Fund Cross Product Return Fund Currency 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 Local Contribution Fund |
Index Returns | Base Return Index Cross Product Return Index Currency 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 Local Contribution Index |
Relative Returns | Base Return Difference Base Return Fund In-Out Difference Base Return Index In-Out Difference Cross Product Return Difference Currency Return Difference Local 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 Interaction Local Total Attributed (does not apply to Carino/Menchero analyses; applies to Geometric Attribution Method analyses) Selection Selection Interaction BF Residual Total Attributed NOTE: These options display the effects before the smoothing algorithm is applied. |
Smoothed Attribution Effects | Smoothed Allocation Smoothed Allocation Interaction Smoothed Cross Product Effect Smoothed Currency Effect Smoothed Fund Base Contribution Smoothed Index Base Contribution Smoothed Interaction Smoothed Local Total Attributed (does not apply to Carino/Menchero analyses; applies to Geometric Attribution Method analyses) Smoothed Selection Smoothed Selection Interaction Smoothed BF Residual Smoothed Total Attributed NOTE: These options display the effects before the smoothing algorithm is applied. |
Weights | Average Base Weight Difference Average Base Weight Fund Average Base Weight Index Base Weight Difference |
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