Description Usage Arguments Value Author(s) Examples

Calculate and display the attribution results. Allocation effect, selection effect, interaction, and active return are displayed for brinson analysis. Returns of user-defined input variables, portfolio return, benchmark return, and active return are shown for regression analysis.

1 |

`object` |
An object of either class |

`...` |
Other options including type which refers to the
type of returns to be shown for regression analysis. They
include |

When the input is an object of class `brinson`

, return a list of
two matrices. The first one is the allocation, selection, and
interaction for each groups in the specified category. The second
matrix has 4 rows including `Allocation`

, `Selection`

,
`Interaction`

, and `Active Return`

.

When the input is an object of class `brinsonMulti`

, return a
list including brison attribution for each individual period and the
aggregate.

When the input is an object of class `regression`

, return a
matrix including contributions of input variables, ```
Portfolio
Return
```

, `Benchmark Return`

, and `Active Return`

.

When the input is an object of class `regressionMulti`

, return a
list including regression analysis for each individual period and the
aggregate.

Yang Lu [email protected]

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 | ```
## Single-period brinson analysis
data(jan)
p1 <- brinson(x = jan, date.var = "date", cat.var = "sector",
bench.weight = "benchmark", portfolio.weight = "portfolio", ret.var =
"return")
returns(p1)
## Multi-period brinson analysis
data(quarter)
p2 <- brinson(x = quarter, date.var = "date", cat.var = "sector",
bench.weight = "benchmark", portfolio.weight = "portfolio", ret.var =
"return")
returns(p2, type = "linking")
``` |

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