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I need to construct a asset allocation attribution analysis over a target portfolio- how to get return percentage? I have data (too much to put
I need to construct a asset allocation attribution analysis over a target portfolio- how to get return percentage?
I have data (too much to put in this question, but will provide context)
-I have daily returns for a target portfolio, benchmark portfolio, and market (russell3000)
-I have the weights of assets in both the target and benchmark
-I am having trouble calculating the overall return rates. Please provide instructions how to do so for the period (250 observations) Need help- please provide instructions on how to get return percentage
- In target portfolio I have two ETF's please provide info on calculating the entire return rate for Equity section
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