Vehicle Level Attribution
Fund and ETF selection, timing, and cost effects
Illustrative — attribution methodology demonstration. Fund names are generic; per-fund alpha, information ratio, and capture are placeholders pending real realized returns.
Average Alpha
+0.67%
9 vehicles
Best Vehicle
+2.85%
Private Equity Fund
Worst Vehicle
-0.22%
Commodities / Gold Fund
Avg Info Ratio
0.54
Higher = better active mgmt
Alpha vs Tracking Error
Efficiency of active management by vehicle
Alpha Contribution by Vehicle
Quarterly contribution to portfolio-level alpha
Rolling Alpha
Quarterly rolling alpha for selected vehicle
Up/Down Market Capture
Vehicles above the diagonal are efficient (capture more up than down)
Vehicle Attribution Detail
Click column headers to sort
| Vehicle | Asset Class | Type | Alpha↓ | Port Ret | Bench Ret | TE | IR | ↑ Cap | ↓ Cap |
|---|---|---|---|---|---|---|---|---|---|
| Private Equity Fund | Private Equity | Private | +2.850% | +14.50% | +11.65% | 4.20% | 0.68 | 118.5% | 88.2% |
| Long/Short Equity Fund | L/S Hedge Fund | Hedge Fund | +1.550% | +8.25% | +6.70% | 1.88% | 0.82 | 89.5% | 72.3% |
| High-Yield Fixed Income Fund | High Yield | Mutual Fund | +0.980% | +7.22% | +6.24% | 1.15% | 0.85 | 107.2% | 95.8% |
| Emerging Markets Equity Fund | Emerging Markets | ETF | +0.450% | +8.95% | +8.50% | 0.52% | 0.87 | 104.8% | 97.2% |
| Mid-Cap Equity Fund | U.S. Mid Cap | ETF | +0.310% | +6.81% | +6.50% | 0.22% | 1.41 | 102.8% | 98.5% |
| Large-Cap Equity Fund A | U.S. Large Cap | ETF | +0.120% | +6.28% | +6.16% | 0.18% | 0.67 | 101.2% | 99.1% |
| Core Fixed Income Fund | Taxable Fixed Income | ETF | +0.050% | +2.35% | +2.30% | 0.08% | 0.63 | 100.4% | 99.8% |
| Developed Intl Equity Fund | Developed Intl - Large Cap | ETF | -0.080% | +5.42% | +5.50% | 0.25% | -0.32 | 98.5% | 101.3% |
| Commodities / Gold Fund | Commodities | ETF | -0.220% | +1.28% | +1.50% | 0.30% | -0.73 | 97.8% | 102.5% |
9 vehicles · Alpha = annualized excess return vs. benchmark · IR = Alpha ÷ Tracking Error