Global Attribution Group Inputs_Outputs and Effects

Inputs are data inputs used in the analysis. Outputs are the results of the analysis.

Inputs/Outputs

Effect Name

Inputs/Outputs

Effect Name

Inputs



Fund Returns

Base Net Return Fund
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
Base Net 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 
Smoothed fund Net Contribution
Smoothed Model Fee Effect

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