ll11

Yes, Aggregate Return Method=Modified Dietz method, and it's Schweser's third method to calculate composite return.

And I just found out that Modified Dietz method is a valid method to calculate composite return on CFAI V6/P296.

So we have three methods:

1) asset-weighting using beginning-of-period values
2) asset-weighting using both beginning-of-period values and EXTERNAL CASH FLOWS.
3) modified dietz method (composite as one portfolio).

I think method 2(BMV+CF) and Modified Dietz method are different. Why do I see the same return=0.62% on page 296?!

Thanks in advance.