Generate factor attribution analysis for a portfolio: 1. Performance Summary: - Portfolio return (period) - Benchmark return - Active return (alpha) 2. Factor Decomposition: - Market factor contribution - Size factor contribution - Value factor contribution - Momentum factor contribution - Quality factor contribution - Low volatility contribution - Residual/specific return 3. Attribution by Dimension: - Asset allocation effect - Security selection effect - Interaction effect - Currency effect (if applicable) 4. Risk Decomposition: - Systematic risk contribution - Factor risk breakdown - Specific/idiosyncratic risk 5. Factor Exposure Changes: - Beginning of period exposures - End of period exposures - Change in factor bets 6. Performance vs. Factor Indices: - Portfolio vs. factor portfolios - Factor timing success 7. Forward-Looking Factor View: - Current factor valuations - Factor momentum - Recommended factor positioning Output: Attribution report with actionable factor insights.