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Alexander Zheleznyak

Research and Insights

Articles by Alexander Zheleznyak

    Performance Attribution Using Daily Data

    Research Report | Sep 1, 2003 | Neil Gilfedder, Alexander Zheleznyak

    Aegis Performance Analyst can help you understand the drivers of volatility and returns, allowing you to evaluate the risk-adjusted performance of our portfolios and continuously improve your results.  Performance Analyst now offers daily asset and factor returns for the United States (USE3), United Kingdom (UKE6), Japan (JPE3) and Australia (AUE3).  The newest release of Aegis 3.4 introduces daily data for the European market (EUE2) and an improved attribution scheme that better...