业绩归因

使用 Brinson 模型计算和分析业绩归因

业绩归因支持用于相对较短时间跨度的单个周期（每月）和更长时间跨度的多个周期（每季度或每年）的方法。使用 brinsonAttribution 创建一个 brinsonAttribution 对象。将 brinsonAttribution 与 categoryAttribution、categoryReturns、categoryWeights、totalAttribution 和 summary 函数结合使用。

对象

brinsonAttribution Create brinsonAttribution object to analyze performance attribution

`categoryAttribution`	Compute performance attribution for portfolio of each category
`categoryReturns`	Compute aggregate and periodic category returns
`categoryWeights`	Compute average and periodic category weights
`totalAttribution`	Compute total performance attribution by Brinson model
`summary`	Summarize performance attribution by Brinson model

Analyze Performance Attribution Using Brinson Model
This example shows how to prepare data, create a brinsonAttribution object, and then analyze the performance attribution with respect to category (sector) weights and returns.