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Conducting Private Portfolio Attribution Analysis
There are many methods for conducting performance attribution with portfolios containing only liquid assets. A lack of periodic asset return data and a clear definition of what constitutes an appropriate market benchmark thwarts efforts to perform similar types of attribution analyses for portfolios of private equity funds (and other illiquid investments). This presentation will cover a proposed methodology for decomposing private fund portfolio performance in an article, “Private Portfolio Attribution Analysis,” published in the Fall 2021 edition of The Journal of Alternative Investments.

Greg Brown, PhD – Executive Director at Kenan Institute of Private Enterprise
Aaron Filbeck, CFA, CAIA, CIPM, FDP - Managing Director, CAIA Association


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