Aug 28, 2025 · Attribution analysis evaluates a portfolio's performance, focusing on a manager's investment choices, style, and market timing. Known as return or performance attribution, it identifies...

Performance attribution, or investment performance attribution is a set of techniques that performance analysts use to explain why a portfolio 's performance differed from the benchmark. This difference …

Introduction active decisions by the portfolio man-ager. Hensel, Ezra, and Ilkiw (1991) defined attribution as the “mathemati-cal process of explaining an investment return by relating it to the diferent risk …

What Is Performance Attribution? Performance attribution, in finance, is a market indicator that analyzes and evaluates the performance of the portfolio or fund against a benchmark. The main purpose of …

What is Attribution? What is Performance Attribution? Definition × Process of breaking down a portfolio’s return into components that can be identified with types of decisions × Stock...

Apr 29, 2020 · Attribution analysis, also known as “return attribution” or “performance attribution,” is an evaluation tool used to explain and analyze a portfolio’s performance against a particular benchmark. …

Explore advanced performance attribution models built to analyze and explain portfolio returns across equity, fixed income and multi-asset strategies.

Nov 29, 2023 · Performance attribution is a financial analysis technique used to evaluate a portfolio's performance relative to its benchmark by decomposing the portfolio's return into various …

Portfolio attribution analysis is a quantitative methodology that deconstructs investment performance to determine which specific decisions, allocations, or factors contributed to returns.

Performance attribution determines how the portfolio manager’s asset allocation and selection of securities affects the portfolio’s performance when compared to a benchmark.