Portfolio Attribution Report

Background

Portfolio attribution reports are critical for understanding what’s driving investment performance. Whether for internal reviews or external reporting, these documents help asset managers explain returns across asset classes, regions, strategies, and individual positions.

However, creating portfolio attribution report is often complex and time-consuming. Analysts must gather data from disparate systems, apply performance methodologies, and assemble narratives - all while maintaining precision and traceability.

Autoreport was designed to simplify this process by helping teams generate clear, structured, and insight-rich portfolio attribution reports in a fraction of the time.

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Challenge

A multi-asset investment firm was preparing quarterly attribution reports for both internal stakeholders and clients. Each report needed to:

• Break down performance by asset class, sector, and region
• Attribute returns across strategy or portfolio manager decisions
• Include a clear executive summary and key narrative insights
• Ensure every figure and statement was traceable to the source

Their existing workflow involved:

• Collecting performance data from spreadsheets, trading systems, and custodians
• Manually calculating contribution figures and benchmarking results
• Writing commentary and formatting tables in Word or PowerPoint
• Repeating the entire process each quarter with only minor automation
  

This approach consumed significant time and often introduced inconsistencies in structure, formatting, and terminology.

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Solution

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Sample Report

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Autoreport helped the team replace their manual workflows with an AI-powered reporting process, which still gives them full control and total flexibility.

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1. Template-Driven Structure

The team used Autoreport's built-in Portfolio Attribution Report template as a starting point. It included sections like:

• “Executive Summary”
• “Attribution by Asset Class”
• “Sector-Level Performance”
• “Currency and Risk Factor Contributions”
• “Outlook & Commentary”

Each section could be edited or expanded based on specific fund mandates or reporting requirements. Once finalized, the template was saved and reused every quarter.

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2. Seamless Data Integration

All relevant inputs - trade data, benchmark performance, and internal models - were uploaded into Autoreport.

Where applicable, the team connected APIs to performance engines and data providers, ensuring access to live updates when needed.

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3. Smart Report Generation

Autoreport generated a full first draft of the LP report. Autoreport automatically analyzed the data, identified performance drivers, and generated a full draft of the attribution report:

• Populated data tables and visual summaries
• Created text narratives based on attribution trends
• Highlighted outliers and significant shifts

4. Full Control & Transparency

The team maintained full visibility and editability throughout:

• Source Tab: Easily upload or delete data source used for report generation
• Outline Tab: Regenerate or revise individual sections with user-customized prompts
• Tracing Tab: Track every figure or statement back to its original source
• Settings Tab: Adjust tone, formatting, or even switch AI models

5. Final Export

Once the report was complete, it was exported in both PDF and DOCX formats - ready for internal reviews, investor updates, or compliance archiving.

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Results

• Reduced LP reporting time by over 60%
• Improved consistency across fund communications
• Enhanced consistency in report tone, structure, and formatting
• Enabled scalable, reusable reporting across portfolios

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Conclusion

Autoreport enabled the investment team to take a complex, high-stakes reporting task and turn it into a streamlined, intelligent workflow. With centralized data, AI-assisted drafting, and flexible editing, attribution reports became faster to produce. With Autoreport, portfolio reporting doesn’t feel like work anymore - it just gets done.