Listen to the AB Alpha Females podcast to explore how today's multi-asset strategies are evolving beyond the old blueprints.
Alla Harmsworth, Co-Head of Institutional Solutions at AllianceBernstein, says yes—but only if you look beyond conventional performance metrics. "We're not interested in just whether someone has outperformed," she explains. "We want to understand how they've done it—and whether that outperformance is likely to persist."
Harmsworth's team uses a proprietary approach called Alphalytics, which isolates ‘idiosyncratic alpha'—a measure of skill that strips out market factors such as value, growth and momentum. This helps to avoid the common pitfall of chasing short-term winners whose returns may simply reflect style tailwinds.
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