What we build
Institutional-grade analytics — wired into the wealth book.
Each capability is a production component — not a proof-of-concept — wired to your custodians, documented for GIPS and MAS / SFC expectations, and monitored continuously.
Brinson + Karnosky attribution
Decompose return into sector, factor, currency, and security-selection components. Multi-period linking, per-mandate and book-wide rollups, with PM-level commentary generated automatically.
Risk metrics the PM actually uses
Sharpe, Sortino, tracking error, max drawdown, information ratio, beta, VaR. Computed per mandate, per custodian, and across the client book — with historical context on every number.
Benchmarks that match the mandate
Custom blended benchmarks, MSCI, FTSE Russell, ICE, and bespoke peer groups supported. Mandate-aligned comparisons, not the generic vendor default that nobody trusts.
Concentration + drift alerts
Sector, geography, single-stock, and factor drift monitored against mandate policy. Alerts fire before the next client meeting, with a proposed rebalance the PM can execute in one click.
ESG overlay + exclusion management
MSCI ESG and Sustainalytics scoring, carbon-intensity tracking, exclusion lists managed per mandate. Flagged holdings surfaced with ESG-aligned swap candidates pre-researched.
Stress testing + scenario analysis
Macro, rate, and market-shock scenarios applied to every mandate. Portfolio-level and aggregated book-level views, versioned for regulator reporting and ICAAP-adjacent processes.
Who we report for
One engine, every wealth motion.
Same attribution, risk, and reporting layer — tuned per institution and mandate class. Shared feature store, per-custodian adapters, per-mandate benchmarks that match what was promised to the client at onboarding.
Private banks
Tier 1 and boutique private banks running discretionary, advisory, and execution-only mandates. Per-RM dashboards, book-wide rollups, and client-ready quarterly reporting.
Multi-family offices
MFOs consolidating across multiple custodians, jurisdictions, and asset classes. One book of record per family with branch-level and family-level attribution views.
Registered investment advisors (RIAs)
US and global RIAs running fee-based advisory practices. Performance reporting aligned to GIPS composites, with CFA-Institute standards applied to every client statement.
Discretionary asset managers
Discretionary houses managing segregated mandates across equity, fixed income, and alternatives. Factor-aware attribution and risk surfacing the drivers of alpha per strategy.
Cross-border wealth platforms
Platforms booking across SG, HK, CH, and onshore EU. Multi-currency attribution, FX hedging transparency, and mandate-level reporting tuned per jurisdiction.
EAMs + custodian partners
External asset managers running on Avaloq, T24 Wealth, or Addepar cores. Shared feature store with per-custodian adapters and aggregated family-level analytics.
Model families we deploy
No single model explains every mandate. So we compose.
Attribution, risk factors, stress scenarios, and drift classification each have their own model family — composed into one reporting pipeline with version control at every step.
Multi-period-linked attribution engine supporting Brinson-Fachler, Brinson-Hood-Beebower, and Karnosky-Singer frameworks. Per-mandate and rolled-up book-level views, with custom benchmark support.
Factor library covering value, momentum, size, quality, volatility, and sector exposures. Runs alongside attribution to answer both where return came from and where risk was carried.
Historical-replay scenarios (2008, 2020, taper-tantrum) and parametric macro shocks (rate shifts, FX moves, spread widening). Versioned, per-mandate, and rolled up across the book.
Classifier that scores policy breaches by severity and urgency — concentration, geography, factor, ESG — and ranks the rebalance trades required to restore mandate alignment.
Data sources wired into every mandate
Every feed that moves the report — integrated.
Pulled in parallel, normalised into a single book-of-record schema, reconciled daily against custodian files, and audit-logged alongside the methodology version that produced the numbers.
Explainability, not just numbers
Every metric carries its reasoning. For the PM. For the client.
Every attribution number, risk metric, and drift alert is accompanied by methodology citations, input provenance, and a plain-language commentary the RM can share in a client meeting — generated at report time, indexed for audit.
- Methodology and benchmark cited on every metric
- Input provenance traced to the custodian file
- PM / RM commentary drafted per mandate
- Sign-off chain sealed on every client pack
Frameworks we align to
Why Axccelerate for portfolio analytics
Not a reporting vendor.
A wealth analytics stack.
A vendor gives you a report pack. Our stack gives you consolidation, attribution, risk, ESG, stress, and alerts — the infrastructure a real wealth team actually runs on.
Pricing
Priced to the mandate footprint, not the mandate count.
Analytics deployments are custom — we scope against your custodians, benchmarks, and reporting cadence before quoting.
Glossary
The vocabulary behind every mandate report.
A quick reference for the acronyms that show up in wealth analytics — the terms your PM, compliance team, and client-facing reports will all use.
- Brinson
- Brinson attribution
A family of performance-attribution methodologies that decomposes active return into allocation, selection, and interaction effects. Brinson-Fachler and Brinson-Hood-Beebower are the most common variants.
- Tracking error
- Active risk
The standard deviation of the difference between portfolio and benchmark returns. Mandate policies typically set upper bounds (e.g., 2-4% for benchmark-aware equity).
- Sharpe ratio
- Risk-adjusted return
Excess return over the risk-free rate divided by total volatility. The canonical measure of return per unit of total risk.
- Sortino ratio
- Downside-adjusted return
Like Sharpe but uses downside deviation instead of total volatility — closer to what most private-wealth clients actually care about.
- Max drawdown
- Peak-to-trough loss
The largest peak-to-trough decline experienced by the portfolio over a measurement window. A primary risk metric for client conversations.
- Information ratio
- Active return per unit of risk
Active return (vs benchmark) divided by tracking error. Measures how efficiently a manager generates alpha relative to the risk they take.
- Benchmark
- Mandate comparison index
The reference index or blend against which a mandate's performance is measured. Private-wealth benchmarks are often custom blends tuned to the client's strategic asset allocation.
- Factor exposure
- Risk-factor loadings
The sensitivity of the portfolio to systematic factors — value, momentum, size, quality, volatility, sector. Used to explain sources of return and risk.
- GIPS composite
- Global Investment Performance Standards composite
A group of portfolios managed to a similar strategy, aggregated and reported under GIPS to allow like-for-like comparison across managers.
- TWR
- Time-weighted return
A return methodology that removes the impact of external cash flows — the standard for comparing manager skill across portfolios with different contribution patterns.
- MWR
- Money-weighted return
A return methodology that accounts for the size and timing of cash flows — closer to the IRR experienced by the client, often shown alongside TWR.
- VaR
- Value at Risk
A statistical estimate of the loss the portfolio could experience over a defined horizon at a given confidence level. Used for risk budgeting and regulatory reporting.
- Stress scenario
- Hypothetical shock test
An applied set of market moves — historical replay or parametric shock — used to estimate how a portfolio would behave under adverse conditions outside the observed sample.
- Drift
- Policy deviation
The gap between actual and policy allocations that accumulates from market moves and flows. Drift alerts fire when the gap exceeds the mandate's tolerance band.
Your reporting chain, engineered.
30-minute scoping with a senior engineer and a wealth-reporting specialist. You'll leave with a custodian map, benchmark plan, and realistic timeline — not a sales pitch.