Yes when the Tools/Options Management Advanced/Change Agent All function is used then the properties with all relevant details are attached to the new agent.
Further to that, some statistics reports use a special Statistics data file that is captured during the month end process. In this case (e.g. Portfolio Summary) the agents allocated at the time of the monthend close are captured into the statistics file.
Other reports (e.g. Fees earned) are recalculated from the current data rather than from a statistics file, and these will analyse the figures by agent or property groups as they are now set