This chapter is an introduction to Eagle Performance equity attribution. Equity attribution allows you to:
- Analyze the source of portfolio and benchmark returns.
- Run portfolio comparisons to benchmarks (to the security level).
- Drill down into portfolios and compare to benchmarks over multiple time periods.
- Define attribution inputs by fund, benchmark returns, weights, and so on.
- Develop custom benchmark calculations.
- Evaluate the impacts of weighting and security selection decisions.
Eagle equity attribution allows you to choose the methodology that is most appropriate for your investment approach, be it single vs. multi-period, single vs. multi-currency analysis, and so on. Eagle Performance also includes extensive fixed income attribution analysis capabilities, found in the Eagle Performance Fixed Income Attribution User Guide.
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