Unlisted Infrastructure Performance Contribution, Attribution & Benchmarking

Published:  July 2020
Author(s):
Frédéric Blanc-Brude
Abhishek Gupta
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We use the EDHECinfra index data to better understand the performance of two peer groups of infrastructure investors: large asset managers and large asset owners. This case study documents how they perform relative to the market, and to each other and why they perform the way they do.

Summary

In this case study, we use the EDHECinfra index data to better understand the performance of two peer groups of infrastructure investors: large asset managers and large asset owners.

Leveraging the granularity of the families of EDHECinfra indices and the TICCS® taxonomy of infrastructure investments, a complete analysis of the sources of risk and performance of any infrastructure portfolio can be conducted.

This case study documents how two peer groups of infrastructure investors perform relative to the market, and to each other and why they perform the way they do.