Attribution Toolkit: Preconfigured Components

Field Attributes

Global Attribution Group Fields for Portfolio and Benchmarks

The Attribution Toolkit includes Global Attribution Group Fields configured to perform Month to Date Attribution from daily frequency performance data. All the fields are configured for daily performance clients that are moving to Eagle from a legacy monthly or daily system.

Month to Date

The Attribution Group fields are always configured for daily returns. If run for a day that is not the calendar month end, the daily returns up to the selected date are retrieved and analyzed. If run on the calendar month end, the data is retrieved from the full month’s worth of daily returns.

Performance Risk Analysis Fields

The Attribution Toolkit includes Performance Risk Analysis fields configured to perform Three Year Risk statistic analyses from 36 monthly performance records. As the Performance Toolkit is configured for daily performance clients that are moving to Eagle from a legacy monthly or daily system, these monthly records are built from the daily records during an end of the month build process.

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OLAP Reports

Performance Analysis Reports

The Attribution Toolkit includes many Performance Analysis reports, described in the following table.

Category	Sub Category	Name	Performance Analysis Report Profile	Description
Contribution	Contribution	Top/Bottom Contributors	Egl Prf Contribution Top Bottom Contributors	Top/Bottom Contributors at security level. Number of securities to show is configurable.
Contribution	Contribution	Group Contribution	Egl Prf Contribution By	MTD group level smoothed contributions for the portfolio. Six models: Region Country, GICS, Aggregate Bond, Currency, Asset Class, Long Short
Contribution	Contribution to Value Added	Top Alpha Creators & Destroyers	Egl Prf Contribution Top Alpha CreatorsDestroyers	Top Alpha Creators and Destroyers at security level. Number of securities to show is configurable
Contribution	Relative Contribution	Group Relative Contribution	Egl Prf Contribution Relative By	MTD group level smoothed contributions for the portfolio and benchmark 1 as well as the contribution to value added. Five models: Region Country, GICS, Aggregate Bond, Currency, Asset Class
Attribution	Equity Attribution	Equity Attribution	Egl Prf Attribution Equity By	Three Models: Region Country, GICS, Asset Class
Attribution	Global Attribution	Global Equity Attribution	Egl Prf Attribution Global Equity By Currency	Global Brinson Fachler Equity Attribution
Attribution	Global Attribution	Karnosky Singer Attribution – No Synthetic Hedging	Egl Prf Attribution KS No Hedge By Currency	Karnosky Singer Attribution – No Synthetic Hedging
Attribution	Global Attribution	Karnosky Singer Attribution -Synthetic Hedging to Base	Egl Prf Attribution KS Hedge To Base By Currency	Karnosky Singer Attribution – Synthetic Hedging to Base Currency
Attribution	Global Attribution	Global Fixed Income Attribution	Egl Prf Attribution Global FI By Currency	Global Fixed Income Attribution
Attribution	Fixed Income Attribution	Fixed Income Attribution	Egl Prf Attribution FI By Aggregate Bond	Global Fixed Income Attribution – Constituent (security) level analytical inputs.
Attribution	Fixed Income Attribution	Fixed Income Attribution - Sector	Egl Prf Attribution FI Sector By Aggregate Bond	Global Fixed Income Attribution – Sector (segment only) level analytical inputs.
Attribution	Fixed Income Attribution	Fixed Income Attribution – Key Rate Duration	Egl Prf Attribution FI KRD By Aggregate Bond	Fixed Income Attribution using Key Rate Duration

Data Mart Models

Data Mart Models used by the Attribution Toolkit are described in the Data Mart Models section of the Reporting Toolkit chapter.