Run Brinson-Fachler Attribution Analysis for a Single-Period
- Tom Fahey (Unlicensed)
- Pamela Totas (Deactivated)
To perform Brinson-Fachler style attribution analysis and reporting for a single-period, you configure the Global Attribution Group field, define a report rule, and create a report profile using the Performance Analysis report. The system calculates the attribution effects when you submit the Performance Analysis report. The following figure shows a high-level overview of the workflow.
Brinson-Fachler Attribution Analysis and Reporting
The Performance Analysis report reads input returns and weights from the Perform database. You should validate daily and/or monthly performance calculations and benchmark data loads before generating the Performance Analysis report. If you are storing attribution results in Eagle's Data Mart, you will need to create a workflow for restating attribution results when a single-period return or weight changes. You can configure Eagle's Process Manager to recognize changes in performance data and automatically trigger Data Mart builds, reports, or packages. See the Eagle Process Manager User Guide for details.