Struct SectorAttributionReport 

pub struct SectorAttributionReport {
    pub sectors: Vec<SectorAttribution>,
    pub total_allocation: f64,
    pub total_selection: f64,
    pub total_interaction: f64,
    pub total_active_return: f64,
    pub benchmark_return: f64,
    pub portfolio_return: f64,
}

Aggregate attribution report across all sectors.

Fields

sectors: Vec<SectorAttribution>

Per-sector decomposition results.

total_allocation: f64

Sum of allocation effects across all sectors.

total_selection: f64

Sum of selection effects across all sectors.

total_interaction: f64

Sum of interaction effects across all sectors.

total_active_return: f64

Total active return: total_allocation + total_selection + total_interaction.

benchmark_return: f64

Benchmark portfolio return (weighted sum of sector benchmark returns).

portfolio_return: f64

Portfolio return (weighted sum of sector portfolio returns).

Implementations

impl SectorAttributionReport

pub fn to_table(&self) -> String

Render the attribution report as a plain ASCII table.

Columns: Sector | Port.Wt | Bench.Wt | Port.Ret | Bench.Ret | Alloc | Select | Interact | Active

pub fn top_contributors(&self, n: usize) -> Vec<&SectorAttribution>

Return the top n sectors sorted by absolute total active return (descending).

If n exceeds the number of sectors, all sectors are returned.

Trait Implementations

impl Clone for SectorAttributionReport

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for SectorAttributionReport

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.