ESG PERFORMANCE ATTRIBUTION

Measure the real impact of your ESG strategy

 

Responsible investing has reshaped the way portfolios are managed and how performance must be explained. Asset managers and asset owners now face a crucial question: what is the tangible impact of ESG objectives and constraints on financial performance?

Today the challenge is no longer about adopting ESG — but measuring its influence. How do you isolate the impact of each ESG constraint on your performance objective ? How do you assess active return when your investable universe is restricted by ethical or sustainability criteria? 

ESG strategies are also highly diverse—criteria, metrics and data vary from one portfolio to another—which requires a methodology that can adapt to each ESG approach.
 

With AMINDIS, you finally get a precise, explainable view of your ESG impact.

 

 

Building ESG

 
A PRECISE AND FLEXIBLE APPROACH

AMINDIS extends the classic Brinson performance attribution with an ESG adjusted methodology that accurately reflects your investment universe and ESG criteria.

 

HOW IT WORKS CONCRETELY? 

Our solution relies on successive constrained benchmarks and is organised around key axes:

    Define your ESG framework

    Start from a standard benchmark and progressively exclude securities that don’t meet your ESG rules (e.g. exclusion list, negative screening, best-in class, low carbon).

    Build your adjusted benchmark

    Create successive constrained benchmark that mirrors your portfolio’s investable universe and ESG constraints—by excluding specific securities or entire segments.

    Quantify the ESG impact

    Measure how ESG choices influence portfolio exposures.

    Compare performance outcomes

    Assess the true active contribution of ESG decisions by comparing your adjusted benchmark with the actual portfolio—using your preferred performance attribution method (Brinson or other).

 

ESG performance attribution: step-by-step workflow

successive_constraints_benchmark_performance_attribution_ESH

A UNIFIED PLATFORM FOR ESG-READY PERFORMANCE ANALYSIS

 

With AMINDIS, ESG attribution becomes a natural extension of your performance reporting.

  • Consistent and reproducible results

  • Enhanced reporting visuals highlighting ESG effects

  • A clear narrative for investor communication

  • Seamless integration with your existing analytical processes

Download Download a sample ESG attribution factsheet

client portal - reporting ESG performance attribution

Demonstrate, with facts and figures, how ESG constraints shape your performance — and how your management creates value. 

AMINDIS Academy

 

WANT TO DEEPEN YOUR EXPERTISE IN PERFORMANCE ATTRIBUTION?

Explore our AMINDIS Academy training on Master performance attribution models: concepts, methods and advanced practices. Learn how to analyze and explain the impact of ESG objectives and constraints on portfolio returns, integrate ESG criteria into performance attribution, and turn portfolio data into clear, actionable insights.

Whether you're a portfolio manager, performance analyst, or risk manager, this training equips you with the tools to accurately interpret the drivers of ESG-adjusted performance and communicate the impact of sustainable investment decisions.
 

Discover our training programs!

 

KEY BENEFITS

full configurability
CONSISTENT FRAMEWORK

Use ESG indicators aligned with your investment process and key sustainability factors (rating thresholds, CO2 scores, water consumption, etc.).  

Integrated automation
SUCCESSIVE CONSTRAINT HANDLING

Easily manage multiple ESG filters applied in cascade, with automate cumulative constraint handling.

Transparent communication
EXPLAINABLE, TRANSPARENT RESULTS

Provide clients with a clear, structured breakdown of the drivers behind ESG-adjusted performance.

 

EXPLORE MORE: RELATED TOPICS

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    Brinson Performance Attribution

    Bring the Brinson methodology to its full potential while adapting it to the complexity of modern portfolios. 

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    Article

    Measuring the contribution of ESG strategies

    Discover how the AMINDIS ESG Attribution methodology turns ESG strategy into measurable performance. Applicable to Best-in-Class, Screening or Impact approaches, it isolates the ESG contribution and is built on rigorous academic foundations.

    Learn more!
    Academy

    Training: Performance attribution

    Deepen your understanding of ESG and performance attribution with the AMINDIS Academy training.

    Learn more!
    Analytics

    Advanced performance attribution methodologies

    Explain portfolio results with clarity using AMINDIS Performance Attribution. Adaptable to equities, fixed income, multi-asset, ESG, or derivatives, it reveals the real drivers of performance.

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    Data

    Index and Benchmark Management

    Manage indexes and benchmarks with accuracy and flexibility using AMINDIS. From custom index construction to automated rebalancing and multi-benchmark analysis, our solution keeps your strategy aligned and transparent.

    Learn more!

 

 

 

FROM INSIGHT TO IMPLEMENTATION: EXPLORE THE RIGHT MODULE

These modules form the core foundation to help you implement your processes efficiently and with precision
ESG_Performance_attribution

 

 

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TAKE CONTROL OF YOUR ESG PERFORMANCE

With AMINDIS, gain full visibility on how ESG objectives and constraints impact your portfolio returns—through a robust, transparent, and flexible attribution methodology. 

Join the asset managers and asset owners already enhancing credibility, communication, and decision-making with clear ESG performance insights. 

Book your personalized demo and discover the power of ESG attribution.  

 

 

 

 

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