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
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 BF Residual Total Attributed 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 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