PERFORMANCE ATTRIBUTION MODULE

Explain results with precision and consistency.

AMINDIS’ Performance Attribution Module explains portfolio returns with precision, breaking down sources of active return across strategies, instruments, and benchmarks.

Performance attribution module - Asset managers

BENEFITS OF USING AMINDIS' PERFORMANCE ATTRIBUTION MODULE

 

    STRONGER CLIENT COMMUNICATION

    Turn complex results into clear explanations. Provide structured, confident answers to show how value is created. 

    GROUNDED IN PROVEN METHODOLOGIES

    Rely on attribution models that are industry-recognized and academically validated—ensuring credibility in every figure. 

    ADAPTABLE TO ANY STRATEGY

    Easily align attribution logic with your specific investment style, regardless of asset class, structure, or ESG integration. 

 

 

 

PERFORMANCE ATTRIBUTION FEATURES

AMINDIS is a pioneer in performance attribution. Our expertise is backed by years of research and in-depth development. We offer a sophisticated and highly flexible solution tailored to the real needs of asset managers. 

At the core of our solution is a modular Building Block approach. It allows full customization of attribution models to reflect the investment strategy using adequate criteria levels—asset classes, regions, sectors, or any relevant dimension. To explain active return clearly, you need attribution models that adapt to how you actually invest. 

Attribution models should fit the strategy—not the other way around. Whether the focus is equities, fixed income, multi-layered funds, ESG, or carbon-driven mandates, the right methodology ensures performance is explained through the relevant lens. 

Equity or multi-asset attribution

Attribution models based on Brinson and Brison-Fachler can be adapted for both equity and multi-asset strategies. Depeding on the investment context, the following potential effects can be selected and combined:

  • Allocation effect
  • Selection effect
  • Interaction effect
  • Currency effect
  • Future effect
  • Security effect
Fixed income attribution

Bonds portfolios require dedicated methodologies tailored to their specific risk and return profiles. AMINDIS uses the Muriera-Sierra and Campisi models to capture the key components driving fixed income performance:

  • Duration effect
  • Spread effect
  • Carry effect
  • Currency effect

This allows a clear view of performance drivers in interest rate and credit-sensitive instruments. 

Fund-of-fund attribution

For layered portfolios, multi-tier attribution models are available that distinguish effects at different levels: 

  • Allocation effect
  • Selection effet at fund level
  • Selection at underlying strategy level

This gives transparency across the entire structure and reflects how decisions are made at each layer. 

ESG attribution

The ESG attribution engine adapts to your responsible investment policy: 

  • Best-in-class
  • Negative screening
  • Norms-based or custom scoring

Benchmark composition is progressively adjusted to reflect ESG constraints, following a successive benchmark adjustment methodology. 

 

Carbon attribution

A robust methodology is available to assess how decarbonization strategies affect portfolio performance. 

It helps quantify excess return in a carbon-neutral context and explain how low-carbon security choices impact performance. Learn more in our brochure!

 

Run attribution by level and scope, following a top-down setup that mirrors how decisions are structured across portfolio layers. Break performance down using dimensions like asset class, sector, region, or custom views. This structure brings clarity to mandates, sleeves, and strategies, aligned with how portfolios are actually managed. 

Benchmarks evolve just like investment strategies. As allocations shift, rebalancing occurs, or new indices are introduced, attribution remains coherent. Full benchmark histories and underlying index composition are tracked, ensuring performance stays aligned with the manager's intent—even across multiple benchmarks. 

Modern portfolios often include complex instruments. Derivatives and structured products are fully integrated intro attribution—not treated as outliers. Their effects on performance, whether from hedging, leverage, or overlays, are captured with the same clarity as traditional assets. 

Performance isn't static—it builds over time. By chaining effects across the full analysis period, attribution reveals how short-term decisions accumulate into long-term results. This continuity helps assess the strategy's true trajectory, no matter the timeframe chosen. 

 

 


CHECK OUT COMPLEMENTARY SOLUTIONS FOR ASSET MANAGERS

 


ESG module
 

GIPS module
 

Regulatory reports module
 

Performance & risk module
 

PMS module
 

Client Portal module
 

Workflow module
 

Connector module
 

Publisher module
 

 

 

EXPLORE THE BUSINESS RELATED TO OUR PERFORMANCE ATTRIBUTION MODULE

    Building Block Approach

    With AMINDIS’ Building Block Approach, transform complexity into clarity. Create customized analyses that evolve with your strategies and deliver reliable insights.

    Learn more!

 

 

 

 

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