Performance Attribution Analysis Excel Template
Decompose portfolio performance with professional attribution analysis, sector allocation effects, security selection insights, and comprehensive performance attribution reporting.
Understand What Drives Your Portfolio Performance
Performance attribution analysis reveals the sources of portfolio returns by decomposing performance into asset allocation, security selection, and interaction effects. Our Performance Attribution Analysis template provides institutional-grade attribution methodology to help you understand what's working and what needs improvement.
From equity portfolios to multi-asset strategies, analyze allocation effects, selection effects, and interaction effects across sectors, regions, and asset classes. Built for portfolio managers, analysts, and institutional investors, this template delivers the insights needed to optimize investment decisions and improve performance.
Professional Attribution Analysis Framework
Brinson-Fachler Attribution
Implement the industry-standard Brinson-Fachler attribution methodology to decompose portfolio returns into allocation, selection, and interaction effects. Calculate attribution across sectors, regions, and asset classes with precision.
Sector Allocation Analysis
Analyze how sector allocation decisions contributed to performance relative to the benchmark. Identify which sector bets added value and which detracted from returns, helping you refine allocation strategies.
Security Selection Effects
Measure the impact of security selection within each sector or asset class. Understand whether outperformance came from picking the right sectors or choosing the right securities within sectors.
Multi-Level Attribution
Conduct attribution analysis at multiple levels including country, sector, style, and individual security levels. Build a comprehensive understanding of all factors contributing to portfolio performance.
Actionable Performance Insights
Active Risk Decomposition
Decompose active risk into allocation risk, selection risk, and interaction risk. Understand how much risk budget is allocated to different decision types and optimize risk allocation for better risk-adjusted returns.
Time-Series Attribution
Track attribution effects over time to identify consistent sources of alpha and persistent performance drags. Analyze whether positive attribution is due to skill or luck, and whether negative attribution represents systematic issues.
Benchmark Comparison
Compare your attribution results against multiple benchmarks and peer groups. Understand how your performance drivers compare to industry standards and identify areas for improvement.
Performance Attribution Reporting
Generate professional attribution reports with detailed breakdowns, charts, and insights. Create client-ready presentations that clearly explain the sources of portfolio performance.
Understand Your Performance
Professional attribution analysis tools to identify what's driving returns and improve investment decision-making.
Get Attribution Analysis
Frequently Asked Questions
What attribution methodology does it use?
The template uses the Brinson-Fachler attribution methodology, which is the industry standard for performance attribution. It also supports other methods like Brinson-Hood-Beebower and can be customized for different attribution approaches.
Can it handle different portfolio types?
Yes, the template works with equity portfolios, fixed income portfolios, multi-asset portfolios, and alternative investments. It can be customized for different asset classes and investment strategies.
How does it calculate interaction effects?
The template calculates interaction effects as the portion of returns that cannot be attributed to pure allocation or selection effects. It represents the combined impact of being overweight in sectors where security selection was also positive.
Does it support multiple benchmarks?
Yes, the template can perform attribution analysis against multiple benchmarks simultaneously. You can compare performance against different indices, peer groups, or custom benchmarks.
Can it handle currency effects?
The template includes currency attribution analysis for international portfolios. It separates local market returns from currency effects and shows how currency hedging decisions impacted performance.
Related Portfolio Analysis Tools
Frequently Asked Questions
If you question is not covered here, you can contact our team.
Contact UsHow do I analyze data?
What data sources are supported?
What data science tools are available?
Can I analyze spreadsheets with multiple tabs?
Can I generate data visualizations?
What is the maximum file size?
Is this free?
Is there a discount for students, professors, or teachers?
Is Sourcetable programmable?
Improve Your Investment Process
Professional performance attribution analysis to understand what drives returns and optimize investment decisions.