This report lists historic time-weighted return (TWR) for each asset class in the selected account and compares it with the selected benchmark performance.
Account name: The account name if the report is for a single account. "Account aggregates for 'client name'" if it's for account aggregates, or "client aggregates for 'client name'" if the report is for client aggregates.
Period Time: Month and year of return listed.
Then, for each asset class held in the account:
<Asset Class> monthly return %: Return of the specified asset class for the month listed.
+/- Benchmark monthly return %: The amount (in percentage points) by which the asset class has outperformed or underperformed the benchmark for the month. For example, if an 8% appears in the +/- Benchmark column for the month, it means the asset class has outperformed the benchmark by eight percentage points for that month.
Cumulative return %: Cumulative return of the asset class from the first month of the report period.
Annualized Return %: The annualized return of the asset class, if the reporting period is longer than one year.