Distilling Alpha From Beta to Enhance Portfolio Returns

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Understanding How to Port Alpha

Given renewed concerns about the falling equity premium, managers are devising new strategies that could gain clients bonus return over a long-only portfolio. This overview explains some of the strategies and issues underlying "portable alpha."

The ABCs of Absolute Return Strategies

Clients holding a "losing" statement are rarely comforted by the fact that they lost less than their benchmark. So given the current market, it may be time to explore a few absolute return strategies in which benchmarks don't matter—only performance. Here's an overview that highlights some alpha-oriented strategies along with their risks.

6 Steps to a Do-It-Yourself Performance Attribution

You don't need fancy software or reports to dig in to the performance of clients' portfolios. Follow these six steps to build an attribution spreadsheet that can tell you how your portfolio compares with its benchmark and where it's earning alpha.

Evaluate a Money Manager's Skill, Not Style

Investment style clouds the accurate appraisal of managers. To evaluate true performance, use this four-step process.