qis.plot_exposures_strategy_vs_benchmark_stack

qis.plot_exposures_strategy_vs_benchmark_stack(strategy_exposures, benchmark_exposures, axs, var_format='{:.1%}', strategy_ticker='TAA', benchmark_ticker='SAA', **kwargs)[source]

draw strategy and benchmark exposures as two stacked-area panels on a shared scale.

Side by side rather than as a difference, because the active bet is easier to read against the allocation it departs from than as a signed residual. The tracking-error factsheet uses this as its allocation page.

Parameters:

  • strategy_exposures (DataFrame) – strategy weights over time, one column per asset or group

  • benchmark_exposures (DataFrame) – benchmark weights on the same index and columns

  • axs (List[Axes]) – the two axes to draw on, benchmark first

  • var_format (str) – format for the weights, a percentage by convention

  • strategy_ticker (str) – label for the strategy panel

  • benchmark_ticker (str) – label for the benchmark panel

Returns:

None; the supplied axes are drawn on

Return type:

None