Global Attribution Group Inputs_Outputs and Effects

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
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 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.

Weights

Average Base Weight Difference
Average Base Weight Fund
Average Base Weight Index
Base Weight Difference