Hi guys, does anybody have a graphical example of the Multi-period performance attribution ? I can’t materialize the formula stating the alpha of the first period is coumpounded with the second period benchmark return and the second period alpha is compounded with the first period portfolio return. Thanks !

What LOS, specifically? It sounds like a formula I haven’t yet read, but I’ll take a look.

LOS 47.e

okay, I got it. I’ll build another spreadsheet tonight.

gjersten do another spreadsheet shun, I couldnt see the other one

The spreadsheet for 47.c is at: http://www.houseofgjertsen.info/2011/04/global-portfolio-return-attribution/ Ignore whatever error message you might see in the post and follow the 2 steps in the bottom of the post.

Some graphical help for LOS 47.e is now live at: http://www.houseofgjertsen.info/2011/04/global-portfolio-return-attribution/ right underneath the other one. Cheers.

Thanks! Found this useful, even posted it on facebook for all my friends to see.

Brillant ! Thanks a lot ! Bern