Performance Attribution Using Daily Data
Sep 1, 2003
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 reflects regional characteristics. Additional markets will be added in the coming months.