Dynamic Benchmarking to Estimate Active Manager Skill

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MANAGER TOTAL RETURN ANALYSIS

Annualized Performance Decomposition

Manager Total Return
=Passive Benchmark Return
+Active Manager Skill

Cumulative Relative Performance

Five Year Trailing Alpha

Annualized Statistics

Passive Benchmark Fit

0.0Correlation with Manager
0.0Variance Explained

Passive Benchmark Weights

Passive Benchmark Contributions

0.0Risk-Free

Active Manager Skill

0.0%Alpha
0.0Tracking Error
0.0Information Ratio