Equity Attribution Whitepaper


Download Report


Equity attribution quantifies the relationship between a portfolio’s excess return and the active decisions of the portfolio manager. It is an important measure to provide feedback to portfolio managers, senior management and in turn clients, on why the portfolio either outperformed or underperformed the benchmark.

Managers can use Revolution’s equity attribution to assess how well their investment strategy is performing, whilst investors can use it to assess both the extent to which a fund manager is following his or her investment strategy and, critically, whether past performance is likely to be repeatable in future.

Even with the asset management industry witnessing a strong return to growth, active fund managers have seen their share of AUM decrease. Read Confluence's white paper to learn how attribution can help you differentiate, justify and diversify your offering while also bringing retail-style innovation to institutional clients.