| 摘要 |
In at least one aspect, the invention comprises a method comprising the steps of: identifying a first portfolio of securities as corresponding, at a specified time, to an index; calculating, for the first portfolio, a first set of performance values comprising one or more of: book yield, book income, and book return; calculating, for a second portfolio of securities, a second set of performance values corresponding to the first set of performance values; and comparing the second set of performance values to the first set of performance values to obtain a performance measure for the second portfolio.
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