Alpha Model

Performance Overview Of Bernstein’s New Alpha Model

Bernstein Research analysts Vadim Zlotnikov, Ann Marie Larson and Charles Clavel provide insights into the “live” 12-month U.S. Bernstein Alpha Model and its year-to-date performance.

The 12-month U.S. Bernstein Alpha Model

The model has a modular structure and rests on four core components, based on the source of expected alpha:

  • Stock selection
  • Industry rotation
  • Regime timing
  • Factor timing

The stock selection component segregates between under- and out . . .

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