Benchmarking
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This is required to compare the selected dataset with a benchmark asset.
Shows the summary statistics after using the asset return series minus the benchmark asset return series, under the following conditions:
Active mean is equal to the excess mean above Rf in the .
Tracking error is the standard deviation of the active mean.
The information ratio is the active mean divided by the tracking error.
Shows the summary statistics without comparing them to the benchmark.
Shows the tracking error bar plot.
For more information on these functions, see the .