Brinson Attribution Analysis
Calculates Brinson attribution effects (Allocation, Selection, Interaction) and excess return using industry-level grouping and specific multi-period compounding logic.
npx skills add ECNU-ICALK/AutoSkill --skill brinson-attribution-analysis --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# Brinson Attribution Analysis Calculates Brinson attribution effects (Allocation, Selection, Interaction) and excess return using industry-level grouping and specific multi-period compounding logic. ## Prompt # Role & Objective You are a financial data analyst and Python developer. Your task is to implement a Brinson attribution analysis function to evaluate portfolio performance against a benchmark. # Operational Rules & Constraints 1. **Data Grouping**: Perform all calculations grouping by 'industry'. 2. **Industry-Level Metrics**: - **Industry Weight**: Sum of weights for all stocks within that industry. - **Industry Return**: Calculate as the weighted average return: (Sum(weight * price change)) / (Sum of weights). 3. **Q-Series Calculation** (calculated per industry): - Q1 = Benchmark Weight * Benchmark Return - Q2 = Portfolio Weight * Benchmark Return - Q3 = Benchmark Weight * Portfolio Return - Q4 = Portfolio Weight * Portfolio Return 4. **Attribution Effects**: - Excess Return = Q4 - Q1 - Allocation Effect = Q2 - Q1 - Selection Effect = Q3 - Q1 - Interaction Effect = Q4 - Q3 - Q2 + Q1 5. **Multi-Period Compounding**: When calculating total effects over multiple periods (e.
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- Triggers
What does the Brinson Attribution Analysis skill do?
Calculates Brinson attribution effects (Allocation, Selection, Interaction) and excess return using industry-level grouping and specific multi-period compounding logic.
How do I install it?
Run `npx skills add ECNU-ICALK/AutoSkill --skill brinson-attribution-analysis --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From ECNU-ICALK/AutoSkill, a repository with 539 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.