Abstract: A method for quantifying performance of a group includes obtaining, for the group, historical group performance data, historical group factor exposure data for a plurality of predefined factors, and historical factor performance data for the plurality of predefined factors. The method includes generating historical group residual performance data for the group in accordance with the historical group performance data, the historical group factor exposure data for the plurality of predefined factors, and the historical factor performance data for the plurality of predefined factors. A respective entry in the historical group residual performance data represents member selection performance associated with the group. The method includes storing the historical group residual performance data for the group; and providing one or more values that represent the historical group residual performance data.

Abstract: A method for quantifying performance of a group includes generating historical group factor performance data for a plurality of predefined factors in accordance with historical performance data and historical group factor exposure data for the plurality of predefined factors; generating historical group static factor performance data for the plurality of predefined factors in accordance with the historical performance data for the plurality of predefined factors and one or more representative values of the historical group factor exposure data for the plurality of predefined factors; generating historical group dynamic factor performance data for the plurality of predefined factors in accordance with the historical group factor performance data for the plurality of predefined factors and the historical group static factor performance data for the plurality of predefined factors; and providing one or more values that represent the historical group dynamic factor performance data.

Abstract: A method for quantifying performance of a group includes generating historical group factor performance data for a plurality of predefined factors in accordance with historical performance data and historical group factor exposure data for the plurality of predefined factors; generating historical group static factor performance data for the plurality of predefined factors in accordance with the historical performance data for the plurality of predefined factors and one or more representative values of the historical group factor exposure data for the plurality of predefined factors; generating historical group dynamic factor performance data for the plurality of predefined factors in accordance with the historical group factor performance data for the plurality of predefined factors and the historical group static factor performance data for the plurality of predefined factors; and providing one or more values that represent the historical group dynamic factor performance data.