What is attribution?

Attribution involves analyzing the performance of a portfolio by comparing it to a benchmark. The goal is to understand how different components of the portfolio – such as sectors, regions, or individual stocks – contribute to the overall performance.

Attribution analysis examines how much each component of the portfolio contributes to the total performance through overweighting or underweighting investment categories, sectors, regions, or individual securities.

This helps to determine which choices and strategies have had the most impact on portfolio returns.

English: attribution.